I wholeheartedly agreed. Ironically, I already feel that Discord is a lot less private than IRC used to be. In a way, history not being accessible to those not currently in a channel is also a feature.
I guess the desktop behavior kind of matches IRC, but it's not what Discord users expect; the mobile behavior is just random, since you can't control when the client is "connected" or not.
Ephemerality can be desirable. However, I do agree there should ideally be three options, including the one you're describing.
To be clear, I'm not saying Discord or any server admin are making a mistake here, scrollback is often very useful. But I've definitely opted not to share some things because I knew they would be searchable ultimately. Having witnessed the transition of some IRC channels to Discord, I dare say others must have felt something similar.