Currently to keep replies in the folder of the message being replied to, you have to enable this in the folder properties of each folder, which is good, unless you have tens/hundreds of folders.
A global setting that allows you to globally enable or disable this for all folders, would be tremendously useful.
This is a common function in other email clients, like Thunderbird. (http://i.stack.imgur.com/lt3uh.png)
*** This bug has been confirmed by popular vote. ***