Mail "Delete'" pref. won't 'stick'

I use an iCloud email account on two Macs, an iPad & iPhone 5. On all devices, I have the preference for 'Remove deleted messages' set to "Never". I was surprised yesterday to see that I had no messages older than one week in the trash. I checked each device and found that, on the iPhone, the preference had changed to "after one week". All other devices still said "never". I didn't change the preference on the iPhone, but I realise that, if one device is set to delete the messages, then they're gone from the server, and therefore all other devices.

On the iPhone, I changed the preference back to "never". I checked it again this morning, and it had again changed to "after one week"! I again changed it to "never", closed the Settings app then re-opened it and checked that the preference was still set to "after one week", and it was, so I closed Settings again, and this time forced it to quit before restarting it. When I checked the preference it had again reverted to "after one week".

Restarting the phone and resetting the phone also both have the same effect, i.e. any time the Settings app restarts, the preference for 'Remove deleted messages' is set to "after one week".

I use the Trash in Mail the same was as the Finder trash: I expect to be able to find things in there until I empty the trash, and this problem has caused me to lose some messages I wanted to refer back to.

Does anyone know why just this one device won't allow me to store deleted mail messages on the server indefinitely?

Thanks in advance,

Steve = : ^ )