This was an issue on the old forum too. No matter who I'm sending a PM to, they are never saved in the Sent Folder. Only my inbox messages are visible. What's up with that?
There's an option in the UserCP where you can set it to always keep a copy of sent PMs or not. Perhaps you have it set to don't keep? Edit - for me it's the last tickbox within the PM section under 'Edit Options'.
