Hi Greg,
Uh, dude ... that is the *whole point* of IMAPv4 - to keep the messages on the server. That way, you can access them via WebMail, via an IMAPv4 client, from anywhere - even a POP3 client if you don't want to refile them. (Lord knows why you wouldn't want to refile, if so.)
Theres one point:
1.) A server can have connectivity problems or hard disk crash. Then you mail archive ist lost. Bad thing.
2.) A server containing for your eyes only messages may get hacked. Even worse thing.
Florian