Syncing mail across multiple devices

You are probably not missing anything. You have a POP email account. Only IMAP email accounts sync across devices.

I have one POP account and if I read mail on my Mac, it is still shown as unread on my iPad, iPad Touch and on the server. I also have 3 IMAP accounts and if I read email anywhere on any device, it shows as being read on all devices.

This applies to read email, unread email, deleted emails ... All activity within the email account.

A very easy way to tell if you have an IMAP email account .....

If you go to your email account in the Mail app and look at the window where your inbox, trash folder and sent folder are - if there is an Edit button at the top of the window - tap that and see if Add Mailbox appears at the bottom. If it does you have an IMAP email account.

Your email provider would have to offer IMAP in order for you to set up an account this way. Some email providers offer both options.

If you want to know the basics, you can read this. There is tons of information available on the Internet that you can read about this.

http://www.makeuseof.com/tag/pop-vs-imap/