When deleting photos from a synced collection, Lightroom displays the following warning dialog:
If you want to remove the photo(s) from the collection, yet still have them accessible via the All Synced Photographs view on your mobile devices, choose “Yes”. If you want Lightroom to remove the photo(s) from the collection as well as from All Synced Photograph, click “No”.
To set Lightroom’s default behavior (and skip this dialog), check the “Don’t show again” checkbox, and select your option. From then on, Lightroom will do whatever you elected to do this time. For example, if you click “No” with the “don’t show again” checkbox checked, then it will do “No” in the future, without asking you.
Note: you can always reset this warning in Lightroom’s Preferences > General > Prompts: Reset all warning dialogs.