Hi Will Young,
I would like to confirm with you whether you have used POP3 to configure the automatic deletion of email copies. According to your screenshot, I suspect that after you upgraded to the Outlook 2021 version, it automatically defaulted to the Exchange account settings. What you said is "Keep copies of messages on the server" does not exist in Exchange-related configurations. It is recommended that you modify the configuration to POP3 in Outlook 2021 to solve this problem. For specific operations, please refer to the following link: How to set up POP3 in Outlook