I was doing some work for a customer who we had recently moved to Office 365. The customer had a shared mailbox 'email@example.com' which was accessed by many users. All was working well - we assigned permissions to the Shared Mailbox for the appropriate users and the mailbox appeared in their Outlook 2013 clients. Emails sent to 'firstname.lastname@example.org' came into the Inbox of the new mailbox and those same users could Send As using the From field inside their Outlook client. Great!
The problem came when users complained that any sent emails from the Shared Mailbox were being dumped into their own Sent Items folder and not that of the Shared Mailbox itself! Very annoying, particularly as other users couldn't see what had been sent historically.
Not wanting to use rules to automatically move the emails in question I did a bit of reading around the problem.
It turns out that by creating the following registry key you are able to change the way in which the Outlook client interprets where it stored emails sent from a Shared Mailbox.
Simply create the following to have this 'feature' corrected:-
Data Value: 1
Hope this helps!