Mac Mail odd folder with Exchange account
At our office we recently moved from an internal mail server for the office Exchange account to Office 365. There is an odd folder showing up on all Macs running anything from El Capitan back to Lion where a folder called "Files" has shown up in the list of folder icons in the sidebar. This folder does not show up when logged in to Office 365 via a web browser but it behaves like a distinguished folder as it can not be deleted (much like the Conversations folder and new Clutter folder).
Inside the folder called "Files" appears to be a collection of receipts of any email that had an attachment either sent or received. No actually content, just a bunch of time and date stamp info, file name, and some times some code. Always displayed as NO SENDER.
Any idea what this is and how we make it go away?
MacBook Pro (Retina, 15-inch, Late 2013), OS X El Capitan (10.11.1)