How can I delete messages in Windows 10 Mail App directly, without sending them first to Deleted items folder?

Question

To delete a message from an Inbox in Windows 10 Mail App, I have to 1) delete it from the Inbox, 2) go to Deleted items folder, click on "refresh" icon or press F9 (if needed) and 3) deleted again from there. This is too annoying. considering that one has to do it several times a day.

Isn't there a shorter way to delete the message directly in one move, as one can do with Shift+Del in Windows Explorer?
(Indeed, why doesn't Shift+Del also work in Mail App?)