Are your emails being deleted by Mac's Notifications?

I've finally be able to repeat the issue.

1. Email arrives via Mac Mail - Notification shows up on top right of my screen

2. Clicking on Notification makes the email disappear, - I'm not talking about deleting it, or trashing it, it disappears completely from my Mac Mail.

3. When I log into my Godaddy Webmail I can see the email that was deleted by the notification.

Re-syncing or rebuilding my Mac Mail account doesn't pull the email back down, - even though it's an IMAP account. Any advise would be much appreciated. Thank you A.…