Hi Cfordg, I have 35 years in IT so I know all about undocumented features, mainframe, mid-range and PCs. I'm retired now but those days are fresh in my memory.
I guess I'm not understanding what your issue is. I don't think it's the phone brand. I'm running Android 14 on a Samsung S24+ and Android 9 on an old Samsung S8 (which doesn't have a SIM anymore). I am running WIN 11 on a laptop. When I was using the S8 it worked exactly the same as the S24+ does now. I've never been able to delete anything from the Windows Phone Link. I can read, reply and compose but not delete anything. On the cell phone, anything that isn't deleted is visible in Windows but anything on the phone that is identified as archived, blocked or Spam appears in Windows like any message. There is no separate listing in Windows like there is on the phone for those areas. Until you delete everything from archive, blocked and Spam they will continue to appear in Windows Phone Link.
Were you able to find the Spam and Blocked folder on your phone?