According to my researches and tests, there's actually no way to realize the function of moving completed task emails to specific folder by the rules. But I find a method which could do like this via a Quick Step like below.
After creating this Quick steps , you can use this shortcut key to mark the message completed and move it to the specific folder simultaneously in your future work, which is convenient and fast. And it seems to be an automatic transfer.
For tasks that have previously been marked as completed, it's suggested to filter your completed task emails via (view>view settings>advanced>Flag completed) and move them manually.
Hope above information is helpful to you.
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