Deleting emails on iPhone creates new folder "Deleted Messages" in Mac Mail
You can tell iOS which folder it should use for your deleted messages. Open up the Settings app and follow this path:

Mail, Contacts, Calendars &lt; YOURACCOUNT (iCloud) &lt; Account &lt; Advanced (Mail) &lt; Advanced


There you'll see Mailbox Behaviors options to tell iOS which folders to use for Drafts, Sent, and Deleted messages.

In your case, tap Deleted Mailbox and navigation your mail account's hierarchy to find your existing Trash folder. Select that and everything should work as you expect.