Why do private messages go to outbox before sent box?

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It's not causing issues, I'm just really curious.

Any message you send will be located in the outbox until the message is read by the intended recipient, at which point the message will relocate to the sent messages folder.

It seems clear enough, surely?

PMs sit in the Outbox, waiting for the recipient to open them and once they've been opened, they move to the Sent messages box. This is the natural sequence of sending a PM.
It's a bit like how posting a physical letter is held by the postal service until it's put through the recipient's letterbox.

Messages can't go straight to the Sent messages box because they've not yet been sent.
Sitting in the Outbox waiting to be read also allows the sender to edit or delete messages before they've been read.

How else could it work?

On Yahoo & various other email clients messages get saved in the Sent folder once they are sent regardless of if the recipient has read them or not. PMs being placed in the Outbox till they are read is is an extra folder that some members are not familiar with. I remember MANY years ago I was confused about that myself on here because other forums I've used did not have the Outbox folder. I'm majorly technology challenged sometimes.

Ah, email treats messages differently.

There's usually no concept of mail sitting in an outbox waiting to be read because it leaves the source immediately, to be delivered by a third party (although it could still be held on the mail server for a while if there's some problem with reaching or talking to the destination device).

Gmail delays the actual sending for a few seconds, making it possible to cancel the send and edit the message, but I think that's unique.

There's also a host storage advantage with using the outbox --> sent box method - the message is held on the source machine until it's read (or rather, the destination signals it wants to read it), when the message is moved to the local sent box and sent to the recipient, which also stores it locally.

As with images posted to WP they're located externally so there's no requirement for storing them on the hosting system and as storage size is a cost consideration, it helps keep the running costs down.

Another useful function of PM operation here is that the sender can see when a PM is read, or at least opened.
Some email clients implement a similar system, but it usually relies on cooperation with the destination system.

This goes back to the days before email when people would have memos delivered to them.

Executives would have two boxes on their desk, one saying "in" and one saying "out". Unread messages are placed in the inbox, and things they want delivered elsewhere are placed in the outbox, ready to be sent.