Why is MAIL automatically deleting Junk mail?

I've never used the Junk mail feature and today I noticed that when I right click and mark an email as Junk, it goes to the Junk folder, but it automatically deletes it. It bothers me, because I want to make sure that all Junk is indeed Junk. I don't want someone sending me an email, it being sent to the Junk and being deleted automatically.

This started happening after I had some emails there, clicked the folder and picked Erase Junk Mail.

It seems that it got stuck in that behavior, even though I would assume that's a one time thing, when you use that option, right?

My preferences are set to only move the emails to Junk, there's no option to automatically delete them.