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Expunge/exclude (X) is the command Pine uses to actually remove all messages marked for deletion (marked with a ``D'' in the left margin of the folder index). With your email messages, expunge literally deletes the messages. With newsgroups or shared mailboxes, where you do not have permission to actually remove the messages, Pine only removes the messages from your view of the folder, but they are not erased.
Pine asks you whether you want to expunge messages marked deleted when you leave a folder or exit Pine. The expunge-without-confirm option in your Pine configuration allows you to choose whether or not this takes place with prompting you for confirmation.