It is correct.
Deleting issues means deleting them, and once you've done it, the only place to get them back from is a backup.
The mistake you've made here is thinking that issues belong to boards - they do not. A board is a view of a set of issues. You could have hundreds of boards looking at an issue, but there's only one issue. That's why your delete "removed them from both boards" - there was only one issue.
If you want "different issues on different boards", then you have to set up the board filters to include or ignore the ones you do or don't want.
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