That is normal... AFAIK
I have not completely figured it out, but that appears to be normal. The strikeout is indicating that the message has been deleted, however the strikeout is being caused by the client acknowledging a delete "request" has been received by the server and has not yet been completed. Depending on how often you "sync" your mac mail client, the strikeout will go away and the message will too (on windows). I find that if I want to expedite the process, I click on another folder in Mac Mail, then click back to the inbox (which appears to force a sync)... I then see the messages clear on Windows client side.
Another note, checking mail does not appear to be the same as syncing mail folders - which is apparently the true event that fixes the strikeout. Checking mail appears only to notify the server as to the status of events in the inbox, it does not execute those changes on the server side. So when you click get mail, mac mail tells the server stuff has moved (to trash) but does not tell it to do so just yet. Syncing happens periodically (perhaps based on frequency of get mail in the settings but I am not sure). My get new mail setting is set for an hour since I don't want to constantly be interrupted by new mail all the time.
Good luck. Hope that helps a little.