I don't think Outlook has a method for ascertaining when you are done dragging or moving messages to subfolders so it does nothing until you close them when you are finished.

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Milly Staples [MVP - Outlook]
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I have hundreds of folders and find it a royal pain that subfolders remain
open after saving an email to a subfolder. I want to have the folders
automatically collapse after filing the same way that they will automatically
open if they are already collapsed (when dragging an email over the + sign)