This is actually a pretty useful feature. Right now on my phone I have 2GB of vidéos and junk stuck on my phone. And if I delete a message on the phone it stays on my Mac.
Now if you update to iOS 11.4 and macOS 10.3.5, then this is solved.
First enable iOS. message storage in Settings/iCloud and click on messages. Do the same on your Mac but in a completely different way. Start the messages app and click on Accounts and look for the iMessage entry and click on Enable Messages in iCloud and click sync
Now when you make any change it gets reflected everywhere.
Your do need enough space to do this (which is why we switched to the $10/month family plan for 2Tb a while ago)