Hello Brie-Eating Surrender Monkey,
Thank you for reaching out to Apple Support Communities.
These steps may help:
"Move emails
- In the Mail app
on your Mac, select one or more messages. - Do one of the following:
- Drag the messages to a mailbox in the Mail sidebar or the Favorites bar.
- Click the Move To button
in the Mail toolbar (you may need to first click the More Toolbar Items button
), then choose a mailbox (or use the Touch Bar). Mail may suggest a mailbox based on where you’ve moved similar messages in the past.
If you move a message that’s part of an email conversation to another mailbox, it becomes a related message, but is still shown in the conversation. See View email conversations."
More details can be found here: Move or copy emails between mailboxes in Mail on Mac
If the issue persists, can you provide a few more details? Does this happen with one specific mailbox? What types of accounts are you using? Also, when did you first notice this?
Cheers!