A cloud-based service included in Microsoft 365, delivering scalable messaging and collaboration features with simplified management and automatic updates.
If it is a MS365, you can try this command.
Set-Mailbox -Identity "******@yourdomain.com" -MessageCopyForSendOnBehalfEnabled $true
Also in Outlook you have an option here
- Go to File > Options > Mail.
- Scroll down to the "Save messages" section.
- Option "Save copies of messages in the Sent Items folder"