macOS Mail app rules to delete are archiving instead
Check settings in Gmail itself. In "Forwarding and POP/IMAP", what's the setting under "When I mark a message in IMAP as deleted:"? And if that is set to "Auto-Expunge off" - what is the setting for "When a message is marked as deleted and expunged from the last visible IMAP folder:"?

I have the first option set to the default (Auto-Expunge on), which prevents you from modifying the second option. But deleting an email in my mail client immediately sends it to the Trash folder, not the Archives folder.