> I use an IMAP setting.
The main point of IMAP is that the mail is all stored on the server.
This is what makes it possible for all your devices to get a consistent view of what's in your mailbox. Read a message on your Mac and your iPhone no longer sees it as unread. Reply to an email on your phone and your Mac can see the reply thread. Delete a message on your iPad and it's gone from the Mac, too. Whichever way you slice and dice it, all devices get a consistent view of the mailbox.
Without this, you'd have to manually remember which messages you've seen, read, replied to, or deleted on each device.
Webmail is just another way of looking at your mailbox. Changes here will reflect on other devices, just as changes on other devices will reflect in webmail. As such, it isn't possible to delete a message on webmail without applying the same change on your other devices.
You will need to either rationalize your email (have a hard conversation about what mail you really do and do not need), or increase your quota with your mail provider.