This is always a problem for me. I always forget to mark this checkbox and I am always confused about what I have written or not my messages, or if I have ever sent them lol
Please, make this marked as default .
I rarely send messages, but whenever I did, I faced the same problem, and I also doubted whether I sent it or not, so I tried to remember to click on it but later I found out we can change the setting permanently in the setting option. When you will click on the message setting there you will find an option to tick, which says "
Save a copy of each personal message in my sent items by default."
I hope it will help.
edit:oops didn't see admin has already replied with the pic haha.