Hi,
I'm Sumit, here to help with your query on the Microsoft Q&A forums.
Apologies for any inconvenience you are experiencing. I am happy to help you today.
As Stefan said, IMAP is based on the principle of syncing. The option to "Leave a copy of messages on the server" is a feature specific to the POP email protocol, which is why you will not find it in your IMAP account settings in Outlook.
Do you have an Outlook 365 subscription? If so, you can revert to classic Outlook and use that.
I look forward to your response and am eager to collaborate until we find a solution.