Apple Mail -- message appears in "All Mail" folder but not in Inbox

I have an alumni email account from the university I attended. I set up this account to forward email to my gmail account. Apple Mail is set up to receive email from this gmail account.

When I send an email to this alumni account, the message appears in Gmail's "All Mail" folder, but NOT in the Inbox. This is a problem because I check the inbox regularly, but rarely look in "All Mail."

Why does this message go to "All Mail"? Why doesn't it go to my Inbox?

Is there a way to change this?

Thanks,

Zac