Why do Drafts not sync Yosemite Mail.app -> iOS Mail (Exchange account)?

My work email is through Outlook / Exchange. I use Mail.app and Mail on iOS 8. When composing an email and saving as a draft in Mail.app on Yosemite, that draft does not appear in iOS Mail. In fact, there is not even a "Drafts" folder under my Exchange account on iOS Mail.

This support article [Use the Drafts folder with your Exchange Account in Mail on your iOS device - Apple Support] seems to say both that 1) you can use Drafts with your Exchange account, but also (and seemingly contradictory) that 2) you can not because Exchange ActiveSync doesn't allow it. Can someone please reconcile that article for me?

I'd just like to be able to start composing an email on my MacBook, and then finish it and send it later from my iPhone. Shouldn't be that hard to do, and I'm able to do it with my personal Gmail account.

MacBook Pro

OS X 10.10.3 Yosemite

Mail 8.1

iPhone 6

iOS 8.3

Using Exchange server for email