Mysterious message delettion in Pine

For a while I thought I was imagining that I had received a certain e-mail but 
could not find them in the folder in which they were saved. Then I realized that 
in one particular folder, if I went back and re-read a message, and then 
switched to another folder, I got a message asking if I wanted to 'expunge the 
deleted' message in the first folder.

I am not marking the message as deleted.

I cannot find anything in set-up that I can recognize as doing this. It does not 
happen in other folders: I can read a message in the folder, and after changing 
folders I do not get the 'expunge' question.

Any suggestions ? Thanks

Bob