Outlook 2010 Deleted Folders / Messages

OS: Win7 64

Office 2010

Mail: POP3 - emails not saved on server

I'm having an issue with Outlook and I'm not sure if this is normal behavior.

I know that when I delete a folder, it's permanent and does not go in to the trash (deleted items folder).

But what if the folder has messages in it? Shouldn't the messages go to the trash and the folder gets deleted permanently?

I've tested this on my system, and everything (folder and messages inside the folder) is gone.

Is this a settings issue or a bug?

Thanks!