I get this too and I don't want to move email into a million different folders unless they are very specific to a particular folder. Trying to remember which folder I might have put it in so I can search that folder is almost impossible.
In addition, we are told we have to save everything relevant "in case there is an access to information" request. A contradiction, I know.

I have solved this problem by making a storage folder, on the shared server drive so it is backed up, but outside of the mail server, which apparently is much too small (which is ridiculous in this age of cheap storage) and I call this folder "Full Inbox". I then have just one place to search if I am trying to find a mail item.