When I delete an open message by pressing <del>, I get the message "Message has been deleted or moved to another folder", and the message window is not closed. Naturaly, what I would expect is that, upon deleting the message with <del>, that window should close automatically. Moreover, due to this strange behavior another problem is likely to result: since the focus is silently shifted to the background window, containing the listing of the messages, the user may keep pressing <del> in the attempt to make the foreground empty window disappear, or may press <del> more than once, to make sure that the message was actually delete. All the while, each time <del> is pressed, a message gets deleted in the background window, unbeknown to the user.
Changing to 'enhancement' as 'not doing what you expect' does not equate to a bug. And your second point, the user may keep pressing <del>, but that would be user error.
What I expect, in this case, is the standard behavior of practically all email programs: if an email gets deleted,the window is also closed automatically? May I ask what is the benefit of keeping the window open and of displaying that message telling you that your email message has been deleted?!?