Why do emails that I read on my phone, no longer appear on my Mac mail client?

I don't read email on my phone all that often but when I do, I often notice that those emails will not appear in Mail on my iMac. They are obviously on the IMAP server as the phone can still see them, but it's as if they are gone as far as the mac is concerned.

This seems to only be an issue if the mac is asleep or otherwise not on the internet, when the messages come in. If the mac is able to receive the message the first time, then both machines will have a copy of it. But if the mac is asleep and I check mail and read a message on my phone, that message will never be able to be seen on the mac.

Anyone know why this is, and more importantly how to get around it? It's very annoying when I need to reply to the email on the mac. Currently I have to manually forward it from my phone to myself so I can retrieve it on the mac.