There is a lag between reading/deleting something on the phone and it reflecting that on the computer. Not sure what the interval is. But the one thing you can do is hit the sync button at the bottom of the email screen and that should do it. It is kind of annoying of you do a lot of back and forth, but I've gotten used to it over the months and hitting sync has become par of my email reading routine.
Sent from my Lumia 900 using Board Express