Emails from Bulk Email to candidates do not show in my sent folder

Emails from Bulk Email to candidates do not show in my sent folder

Hi,
 
We have just moved our email over to zoho and we are starting to use more functionality from the site. I have noticed that if I send a bulk email to candidates, then the messages do not appear in my Sent imap folder. I should be able to see this so that I know what messages have been sent.
 
Am I missing a setting, or is this deliberate, or a bug?
 
Thanks
 
Ben