That is how iCloud Photo Library is designed to work -- i.e., it is designed to sync all of your photos to all of your devices and that includes any changes such as deletions. One option would be to leave iCloud Photo Library on and then on your phone turn on Settings > iCloud > Photos > Optimize iPhone Storage. That is a way to potentially reduce the storage space used by photos on your phone by allowing it to store smaller optimized copies on the phone if space is needed for other things. More information on iCloud Photo Library: iCloud Photo Library - Apple Support
Another option would be to turn off iCloud Photo Library on both the phone and the Macbook, copy the photos from the phone to the Mac via the USB cable and delete all or some of the photos from the phone. You could transfer future photos the same way or you could turn on Settings > iCloud > Photos > Upload to My Photo Stream on the phone and turn on Apple menu > System Preferences > iCloud > Photos Options > MY Photo Stream on the Mac. That will transfer photos taken after you turn the option on in the phone. More information on Photo Stream: My Photo Stream FAQ - Apple Support