Why is restoring iCloud emails via TM so difficult?

I use Apple Mail on my iMac and have 1 iCloud email address setup to use IMAP. Today I made a new Rule to move certain incoming emails to another mailbox under the main iCloud email account:

The this popup appeared and I clicked the Apply button.

Unfortunately, this caused ALL emails in my Responsive mailbox to instantly be removed, even ones that did not fit this new rule. What on earth?

I ended up going to Time Machine directly from Finder and selecting yesterday's backup file date and manually copying V8/icloudfolder/Responsive.mbox to my desktop. I followed instructions from this post to access the (hidden) file to make this work. How can I unhide the Library folder in a … - Apple Community

Then I went into the regular location where the Responsive.mbox is stored, deleted it and replaced it with the version I saved to my desktop. I launched the Mail app, went to the Responsive mailbox, and absolutely nothing.

I repeated this whole process, but this time using an even older backup in Time Machine, still nothing.