Mac mail is horrible - I still want to know why I cant delete all emails via ipad or iphone, without doing some stupid trick. Talk about annoying and inefficient.
Sorry... but... lol.
Apple Mail on macOS and iOS are different applications, first of all. So saying the Mac app Sucks, because on your phone you cannot delete things... makes no sense. So whixh App are you talking about?! My fridge can also not mow my lawn.
Second... I guess you mean you have one email address... and receive your mails on iPhone, iPad, and your Mac. If you have an IMAP account or set it up as such on all devices then deleting an email on ONE will delete it on ALL devices. Always.
If you set it up as POP (and some let you use either IMAP or POP) then the different devices dont know of one another and actions like deletions are NOT synced.
BUT, and this is A BIG BUT:
This has ZERO absolutely ZERO to do with Apple Mail. ALL Email applications will work exactly the same way. Windows software included.
I am not saying that Mail is perfect (altho stuff like Mail Drop, and Automatik shrinking of images is awesome!!!). But what you complain about has nothing to do with Apple Mail!