To each their own but I find it hard to fathom using a non-cloud based email system. I regularly access my email from 7 computers.
I regularly access my “non-cloud based email systems” from 8 different devices.
I'm not sure why "cloud" matters for email -- it's always been hosted on a server somewhere.
So, keeping or not keeping mails on the server is a matter of configuration in your client. I think all clients propose this choice and some will also add extra options like deleting only after a number of days since fetching.
That aside, the reduced latency of native email clients makes them much more pleasant to work with than webmail.