Maybe they don't go to "Sent" until they are read by the recipient? I was wondering that too, so that was the best guess I had.
I sent a test message to myself and this does seem to be the case. The message moved from my Outbox to the Sentbox after I opened it from the Inbox.
Also, I found that if you want to "unsend" a message that the recipient hasn't read it, you can delete it from the Outbox and it will disappear from the recipient's Inbox.