Why, because Mail.app keeps a local copy of your mail (in case you are offline, and to avoid downloading 8.3 Gigs of mail every time you use Mail.app). The reasonable way to go about the issue is to
- sort your mail and remove stuff you neither need/want anymore, then
- Stop using Mail.app and use GMail online if having local copies of your mail bothers you
- you could disable your GMail account, delete all your mail, then you can create a second GMail account, forward there ONLY the emails you'd like to have on your laptop and set up this 'private important account' in Mail.app for local offline access.
The fact that your mail is in the cloud means that it is on your laptop -- GMail would not go to Apple Cloud by itself.