I realized the same thing with my IMAP account. However, I did find that if you manually move the file over to the trash (drag and drop the email I want deleted from the right column to the "trash" folder on the left column after expanding the main folder) for your email account, you just have to hit the "empty trash" button when you actually log into your webmail account every once in a while and they'll be deleted for good. It's not a perfect fix, but it's less annoying then seeing them all greyed out and having to reclick and redelete them all from webmail.