Potentially stupid question, but the answer eludes me..

I have set as default all 4 purging options to "when message is older
than 1 day"

I have set purging when retrieve new headers.

When I engage Agent after a pause of a few days, I would expect to see
only one day's worth of messages, yet I get many more - dating back
many days.

When I immediately after agent finishes retrieving headers - retrieve
headers again, I get the expected amount of headers.

What do I need to set to get this result the first time?

Thanks in advance!