Hi PITA in Seattle,
Welcome to the Apple (user-to-user) Community.
Re: "Why is the next message automatically deleted when I delete a message?"
Gosh ... that sounds worrisome ...I hope you were able to immediately restore the deleted message (eg: by using the keyboard shortcut Control + Z)
Sometimes restarting can help restore things to order on Mac ... eg: clears away temporary files etc., and will often put things back into order:
ie: Apple menu > Restart, wait for screen to log back in, check if the problem is gone.
If needed:
Apple support's online article has a "tip":
Delete emails in Mail on Mac – Apple Support
says:
"Delete an email
✽ In the Mail app on your Mac, select a message.
✽ Click the Delete button
in the Mail toolbar or move the pointer over the message’s header, then click the Delete button that appears.
NB.
✽ Tip: To prevent the next message in the list from being automatically selected (and marked as read), press and hold the Option key when you delete the message.
If you set the “Move discarded messages” option to Bin in Viewing preferences in Mail, you can delete a message by swiping left on the trackpad with two fingers or by moving the pointer over a Mail notification, then clicking Bin."
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Else, if you still need help:
You might want to check with Mail Support:
There's a "Get Support" link at the bottom of their website:
Mail - Official Apple Support
All the best :-)