Edit 6/15/2015:
We are starting to make this feature available again in Office 365. Note that the new shared mailbox Sent Items behavior is disabled by default. If you want to enable it for your us...
Updated Jul 01, 2019
Version 2.0
Blog Post
It is crazy that the default behaviour is not to keep replies sent from a Shared Mailbox in that shared mailbox. Is there a compelling use case to have it not do that? There should be some guidance on how to do this for all shared mailboxes as a LOT of people will want to apply this across the board. It is so counter intuitive.
It is possible to set the SentAs and SendOnBehalf settings in a single command:
set-mailbox <mailbox name> -MessageCopyForSentAsEnable $True -MessageCopyForSendOnBehalf $True
This page could do with a PowerShell snippet that just iterates over that for all Shared Mailboxes that can then be scheduled.
Is it telling that the commands use different tenses - SentAs and SendOnBehalf?
Also, how come this article doesn't appear to have been updated at all in 8+ years? No progress since then?