You can set your mail box in Plesk to not store any of your mail after it redirects/forwards to another mail account.
Log into your MemberGate Plesk Hosting Control Panel, click Domains, clicking on the domain you wish to manage, clicking "Mail Accounts" under the Mail section, and then clicking into the account you wish to perform this change on.
Next you would need to select "Redirect", add your email, check the "Redirect" checkbox, and then click OK. This will setup the forward.
To stop email from collecting on the server you would then click on the "Mailbox" setting inside of the account you wish to make the change
Next un-check the "Mailbox" option, and then click OK. This will stop the server from keeping email for the account.