I've seen a "leave messages on server" for POP accounts, but not for Exchange accounts. One of the "features" of Exchange was to have multiple client apps (i.e.: Outlook) all in sync. You want to purposefully have your devices not-in-sync.
I suggest you create an "archive" folder, then rather than deleting a message, you
move it to the archive folder. (Yes, sub folders you create in Outlook can be seen on the iPad, and yes, messages can be moved from the iPad.) I normally suggest this to my clients because it's all to easy to empty the deleted items folder, then have an "oops" moment. Then once a year (or sooner) do a "spring cleaning" and purge any old messages from the archive folder. This archive folder would be visible on the ipad as well as any other computer that can connect the Exchange, so your message would be in the same place on every computer and iPad and "spring cleaning" can be done from any computer or the iPad. And this also has the "feature" of clearing out your inbox, which IMHO, most people have their inbox way too cluttered anyway so even this one archive folder organizing is a good thing. 🙂
