Great hint. I'd previously discovered another non-intuitive way to do this: click and drag an email to the trash (either the trash in the Dock, or the trash in Mail). This deletes the email, does not mark it as read, and keeps the preview panel displaying whatever email was already being displayed (i.e., it doesn't automatically display the email after the deleted one).

It's great to know there's a keyboard shortcut for this too.

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