mac mail "remove attachments" moves message, but doesn't remove attachments
You have a gmail account in your Apple mail.

Gmail has something called "All mail", where it automatically stores all mail.

When you enable that in the gmail Settings - Labels - Show in IMAP, it will show in your Apple Mail as "Archive" folder aka All Mail.

If you disable it it will no longer show in Apple Mail, but it will remain in Google gmail.