set expunge-on-bye

SET EXPUNGE-ON-BYE ASK/always/never  -  whether the BYE command expunges

With the usual ASK setting, when you leave MM with the BYE command, it
  will ask whether you want to expunge deleted messages.

If you change it to ALWAYS (or YES), it will expunge;  NEVER (or NO), it
  will not expunge.  

For more help, type "help" and one of the following:
(at any prompt:)  save-init   set   show
(at the MM> prompt:)  bye   delete   expunge