Ghost spam

[Ron11366]

Every now and then I get a bunch of spam (OK, that's not unusual)
I usually pull my mail down from the Verizon server with Thunderbird
but leave everything on the server to archive and/or delete later.
Sometimes when I check the server the spam (that Thunderbird
downloaded) isn't in the inbox on the Verizon server, so I can't tag it as spam.
Does this stuff somehow self erase from the server upon downloading?

I have filters set in Thunderbiurd so the spam is easy to notice, thus I've
never accidentally opened the stuff but I'm wondering what's going on? I'm
also wondering if just downloading may be signaling  the spamers of the
download thus triggering more spam.