Sounds more like another POP3 mail application downloading and deleting your messages, AFAIK Mail.app never deletes messages in any Inbox regardless of availabl

Sounds more like another POP3 mail application downloading and deleting your messages, AFAIK Mail.app never deletes messages in any Inbox regardless of available space. So either that, or you've hit a very rare bug since deleting peoples inboxes would be headline news on par with the Android SMS bug.