Trash - On my Mac issue

I am haing some emails put in Trash On my Mac using Apple Mail. Emails that should be staying in the inbox. It appears Apple mail is making some kind of decision to put the emails in the trash folder.

I know this is a weird one. Guess I am looking for help in determing why Mail puts in to 'On my mac' folder. Is there some kind of logic Mail uses to in determining to put email in this folder?