A pretty stupid design, isn't it?
I understand exactly what you're wanting to do. However, if there's a way to do it, I haven't yet found it. We were forever spoiled by the intuitive design of our 15 year-old Octel (Overture-250) system.
On the off-chance that this ability is buried somewhere down in the bowels of system setup, then the design team deserves another beating for setting such a ridiculous default.
If/when you move up to release 9.x software, the mail store can be (optionally) moved to your Exchange server and linked with MS Outlook, so when users delete their .wav file messages from Outlook it will delete them from Unity Cxn as well. We're looking at making this software upgrade within the next 90 days.
Original MUG/NAMU Charter Member