"Data Leakage Protection". The idea being that the everything that ever goes in or out of a mailbox is recorded, audited, etc. Yes, deleting an email/thread doesn't remove it from Vault, but this way, other than copying/pasting from the browser window into another client, there is always a trail of where an email went, and users can't "take home" a dump of their entire mailbox. When legal get involved and need a dump of "every email between employee X and external party Y", there is no question of whether a different SMTP server was used so we may not have a record of the sent messages, etc.