In the Outlook Web App there is the possibility to change settings regarding the display of e-mail messages. This option can be found under the display settings via the gear icon in the upper right part in OWA. One of the settings can be used to prevent the automatic opening of the next message even after the opened email has been deleted.
You can also find these settings by clicking on the gear icon and selecting Options. In the settings category Email → Layout several settings can be made for the appearance of the email messages.
Additionally, you can prevent your emails from being automatically marked as read when only selected under Settings wheel → Options.