Currently, Nylas Mail does not support permanently emptying the trash or deleting messages from your account. After moving messages to your Trash or Deleted Items folder, you'll need to use another application, or your email provider's webmail interface, to delete them permanently.
We're working to fix this. You can follow the discussion on GitHub issues here:
Keep in mind that many mail providers (Gmail, Outlook 365, and so on), will schedule mail in the Trash or Deleted Messages folders to be permanently deleted after 30 days, so no further action is necessary unless you want the message to be destroyed immediately.