Next and Previous message does not work when deleting or moving current message.

Normally I bring up my first message. When I want to go to the next one I hit either the next button or previous button. If I delete or move the current message it does not go the the next one, it drops back to the opening screen and I have to click on the next message I want to view to bring it up. Is there an option I can check to fix that?

I am afraid that option would be too specific to be in the settings currently. It is not there.