I may be misremembering, but I think the deleted status does not sync on purpose unless you have “Messages in iCloud” turned on. On the Mac it’s under System Settings > [Your Name] > iCloud > Show More Apps…
Now sit back and wait for a million attempted interpretations on how this could be just not accepting it and that this is how it is suspected to behave. And just marking any message unread and read triggering probably some job fixing it so normal and needed step for this flawless feature to work.
You might also be told that you are supposed to delete those messages on every device and that if you expect it to work automatically then you don’t get it.