How do you prevent iMessages from being deleted on an iPad when you delete them on your iPhone?

You simply need to disable iCloud Messages on your iPad:

Settings > [Your Name / AppleID] > iCloud > [Apps Using iCloud] Show All > Messages > Sync This iPad - set to OFF

Having disabled iCloud Messages on your iPad, Messages can be deleted without affecting your iPhone.

Disable iCloud Messages on both your iPad and iPhone. You can delete messages on either - but still have new messages delivered to both.

One last time...

With iCloud Messages disabled, you can delete messages on either device without affecting the other.

To be clear - when you have disabled iCloud Messages on your iPad, you can delete messages on the iPad.

Message deletion will only be synchronised between your iPad and iPhone when iCloud Messages is enabled on both devices.