Time Machine backs up all of the Mail Vn directory structure including Trash and Deleted Messages mbox and their maze of folder structure. If there are no deleted messages in that maze, then there is nothing to back up.
The first problem is the Mail folder maze, and the second problem is trying to locate the exact folder that actually has Trashed or deleted messages in it. This is a herculean task on macOS and made even worse in Time Machine Restore due to its horrible slowness (even on my Time Machine 1000MB/s SSD on an M1 mini), and Spotlight search limitation.
In Mail, I just deleted a bunch of junk messages. In the Finder, I redirected to the Mail V8 (macOS 11.6.5) folder, and in List View, looked at the three current folders representing each of my Mail accounts with their UUID identities. I then used Zsh in the Terminal to recursively drill down into the Trash and Deleted Messages folders looking for any .emls message and found NONE.
I went into Time Machine Restore, and after several minutes of slothful interaction, I still had not found any Trashed or Deleted mail messages — not necessarily because they weren't there from a previous backup, but rather the task of searching through 192 subfolders with Spotlight made this not worth the cost in time or effort.