If you set “keep on server” to true within the wizard Zammad will not delete those mails after fetching them. It only marks them as read.
My guess is either a second channel that’s configured to delete or you using POP3 and then manipulated the channel configuration with above mentioned setting via rails which will not change anything.
Please note that POP3 deletes mails from the inbox if the mail has been fetched - depending on the mail servers configuration (that’s out of scope for Zammad).
Please provide more information on your channel configuration and also logfiles.