So I've done some research, and it seems Microsoft fixed this in Exhcange 2010, and then removed the feature in Exchange 2013...
Is there a way in Outlook 2013 (Non-chached mode)/ Exchange 2013 to have a send on behalf email save to sent folder of the shared mailbox?
http://support.microsoft.com/kb/2632409 - 2010 set items don't seem to have any powershell commands in 2013
https://support.microsoft.com/kb/2181579?wa=wsignin1.0 - cached mode only Outlook 2010... what about non-cached 2013?