Cannot Delete Photo Stream Photos Without Also Deleting From Mac

I imported some photos into the Mac Photos app using an SD card reader. I sorted, edited, favorited, etc. the photos and they appeared in my Photo Stream, as expected. I was able to access on my other devices, as expected. I now do not need to have the photos in my Photo Stream any longer. I just deleted the photos from Photo Stream, confirming (once I selected the photos to delete) that they would be deleted from the Photo Stream only, not from my Mac. However, once I deleted the photos, they disappeared from my photo library and from my "all photos" album. What happened?!? Weren't these saved to my computer when I downloaded? FYI, I am only using Photo Stream and not the iCloud Photo Library.

While trying to find the solution, I also noticed that if I select photos to delete in either the photo library or the "all photos" album, the dialogue box says they will be deleted from My Photo Stream. Are these three albums now synonymous? Where is the equivalent of the iOS "camera roll" in the Mac Photos app?!? I read some articles saying that you have to separately select the "automatic import" option with Photo Stream, but I don't see that option. I think it maybe applied to older versions of the Photos app?

I know Photo Stream is supposed to simplify the importing process, but it's really making a mess of things. I'm now afraid that I've deleted things from Photo Stream that I thought were automatically downloaded to my Mac, but weren't.

Any help would be much appreciated.