You may have noticed that the 'Retain Deprovision' rule is not available for Dynamic Groups as it is for Management Units.
This is by design. An enhancement request (TF00414390) has been created detailing the feature: Inclusion of the 'Retain Deprovision' rule to Dynamic Groups, just as it is available for Management Units.
The product team will evaluate the request and this feature may become available on a future release of the product.
Please refer to this article for updates or contact support referencing the Enhancement Request ID: TF00414390.