For resolving this issue, try out these tips:
You may be answering back to a message that's probably part of an earlier deleted conversation. Remember when you’re clicking the Delete button; it shifts the complete conversation (not only a single message) to the trash. If this is the issue, you can simply move that particular conversation out of Trash. Also, it's possible to delete a single message.
Please ensure that you haven't made any filters with the action ‘Delete’ it that may have an effect on the messages in question. If you’re having several filters or have intricate filters in place, you might have to edit the Delete it action to make sure that they aren't at fault.
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If you have allowed forwarding in your account, make sure that you haven't chosen delete Gmail's copy in your forwarding selection.
If you use a POP client for accessing mail, make sure that you haven't chosen delete Gmail's copy in step two of your POP download options.
If you access your mail from different POP clients (with the latest mode), make sure that you've chosen Leave a copy of messages on the server in your client’s configuration settings.
If you are unable to fix the problem, please Contact Hotmail.