E-Mails don't take up that much space for it to be any issue to me. Every five years or so I clean out some of the old ones and leave them only in backups.

I don't use a local mail client. Is there one you'd recommend?

The stock Mac Mail app has been excellent for me. For Windows, I remember that Postbox ( https://www.postbox-inc.com/download ) worked very well.

eM Client might also be worth a look: https://www.emclient.com