Haha me also experience this when i bought the phone. Cause me a headache, at last didn't manage to set up the email. i give up also 

I know how bloody annoy it is even u turn to always ask it still connect.

U must set the time to check mail like bloody 3am in the morning and day choose a day in a week.

This problem been resolve on nokia n900. U can choose only download mail in WIFI zone

U mean missing as in your pc or in your E72? If u mean missing in E72, then i have the same problem like u.
But i dun mind cause it will goes into my com la.

For me is like this one. If let say i didnt retrieve any email in my com, then when i retrieve it in my E72, it will stay there.
The email will stayed in my E72 inbox for for as long as i didnt retrieve it from my com.

Then when i retrieved the mail from my com, it will retrieve all the email together in the E72 one. It will still displayed as unread.
Then i open the e72 email and voila, it is all gone. The inbox have ntg left.

Whats the current price of the e72 right now? Just came back from overseas and i still didnt get the chance to go out yet