If you are using VM or UM Unity configurations, everything is still saved in the "inbox" of the Exchange subscribers account. Unity simply marks in the SQL database that the message is "saved" or "read" or "new". Unity will not move the message within the Exchange subscriber account. It always stays in their inbox.
If the Exchange user moves the message say from the inbox to a sub folder, Unity will then remove it from it's message count. Unity can not find messages or report on messages (new, read, saved, etc) that are not located in the "inbox"
make sense?
Thanks!