I do not know for sure, but my assumption would be NO. The Bes wouldn't know where the message went.
The best example to use is the deleted itmes foler. When you delete an item from your Outlook client, it goes to the deleted items folder. The BES server notices that the mesage is in deleted items and then removes the item from your blackberry.
BUT if you delete an item and then immediiatey empty your deleted items folder, the BES has absolutely no idea where the message went and therefore will never remove it from your handheld.
I hope this makes sense.