I have an archive of sent mail that goes back years and years, so initially I figured that was just the way Apple Mail was set up on a Mac system, but you highlight that it's actually a user setting you can tweak if you'd rather not archive mail for eons. Which is well and good, unless it's set to automatically delete email that you actually want to save.

Fortunately, the setting's in the Apple Mail preferences, but you do need to know where to go to change it, because it's not immediately obvious where that particular preference is tucked away because it can be changed on a per-mail-account basis.

Let's start at the top. Launch Apple Mail.

Now choose Preferences off the Mail menu on the top left of the screen.

You'll see a window with a lot of settings and a bar of icons along the top:

Click on the blue "Accounts" link, #2 on the list left to right.

Now you'll see a list of your email accounts as configured. Mine includes my own server, along with an iCloud account:

To change the archive time of messages associated with an account, you'll need to pick that account, then click on the "Mailbox Behaviors" link on the middle tab. Now you'll see, it's the first option thereon:

There are a lot of choices here for when sent messages should be deleted, but mine is set to "Never", which I think is what you want too. Here are your choices:

Pick the one that'll work best for you - probably Never - and simply close the preferences window. Done. Set. And nevermore should Apple Mail automatically any of your sent messages. Even if your mail ends up going back years and years (mine only goes back three years as I archived everything older to speed the program up).

Good luck!