email sent from an icloud alias not saved in sent folder

I have a couple aliases set up for my primary icloud email account.

When I send a message from my "primary" email address (using the pull-down list to select the "From:" address) a copy of the message appears in the Sent folder. However, if I select one of the aliases as the "From:" address, the message is delivered to the recipient but does NOT show up in the Sent folder. Anyone know why?