While there isn't a specific GUI option within the cPanel interface to accomplish this, you can mimic a similar behavior through the forwarders interface located in the user's account.
If you want to forward mail to your users and not retain a copy of it you'd need to create a forwarder without the email account existing on the server. If the email account exists on the server a copy of the forwarded mail will remain in the account. You can set this up at cPanel >> Email>> Forwarders
Further information on Email forwarders can be found in our Forwarders ( cPanel Documentation ) as well.