Note that any actions the user takes on the relayed copy are not reflected on the message in the Connection message store. If the user does not regularly manage new messages in the Connection message store, the user mailbox may quickly exceed the mailbox quota because new messages are not subject to message-aging policies.
Brad's link was spot-on, but I just wanted to point out that if you do look at that section in the Release Notes, there's currently a mistake in the cross-reference where it takes you to the "Message Actions" section of the User Moves, Adds, and Changes Guide. It should be pointing at the 7x guide, but it's pointing at the 2x guide (which didn't actually have that section since it was added in 7x).
Until I can get that fixed, here's where it should be pointing: