When I check the box for "Don't keep a local copy of messages"
I can't click on 'Save'. That is, I can check the box for the indicated option, but can't actually persist it.
If I try to click off the page, I'm warned that my changes haven't been saved (which makes sense).
There are three options on the dialog box, 'Yes', 'No', and 'Cancel'. 'No' and 'Cancel' work, but 'Yes' doesn't work.
So there's no way to actually save the "Don't keep a local copy of messages" option.