This is working as designed.
Also please note when you use the Move
to Database Rule it puts the message in the Sent View of the Database and
not the inbox. This is working as designed as the server router does not
actually process the message.
The mail rule moves the message to the
specified database in the server mail rule prior to being routed. This
is reported in SPR#JJON5Q6K9N and working as designed. To view messages
that are moved to a mail in database via a Server Mail rule you would need
to view them in the All Documents view. Also note if the To field is blank,
when viewing it in the sent view you will need to sort by sender and you
would see when opened the user is in the Cc or BCc field. This is
also working as designed.