When you import it always saves images locally first before it uploads to the cloud. The cloud is not some magical place you can save directly to. You have to first create a local copy of the imported image. Mobile devices do this just the same. It then uploads the images to the cloud, which can take a long time because most high speed internet connections have very low upload speeds. Then and only then if you do not use the file for a while, it might delete it from your local hard disk if you are over the storage space setting specified in the preferences. You can set it to 0% of your hard disk space to minimize the time files stay local but it will still only delete them if they are synced to the cloud and then only when you are not actively working on them or recently actively worked on them. This actually works exactly like it works on the mobile version.
So set the "Use photo cache size equal to x% ..." setting in preferences to set it to a low value and make sure you do NOT tick the two options below that.