It's probably not "sending" them anywhere, it's "syncing" them. On your phone, you can go into settings/mail..../ and go into the email account to turn that off if you want.
It also might be that your email was the cause of the Notes disappearing. If you have Outlook (or some similar email handler), and have it set to Archive your folders, then it may have moved older Notes into an Archive folder which would make it "disappear" from your iPhone.
Without knowing if you sync with Outlook on a PC, over the "air" with a Mac computer, or using Apple's Mobile Me (the Cloud) service, it's hard to speculate anymore on what's happening.