To have a consistent thread view it is crucial to have ones own replies in the folder with the thread; the current work around is to send a bcc copy to the own account. But still this is a quite crude tactic. It would be far better to have the option (maybe account wide) to save a reply to the folder with the message replying to.
Already been thought of; Check out (from folder context menu) Properties.../Compose... Second item is "Save a copy of outgoing messages to this folder instead of Sent".