Copy Sent mail from shared mailboxes into own sent folder O365 Exchange online

my users have this forced:

https://support.microsoft.com/en-us/kb/2181579

Which means every mail they sent from a shared mailbox is stored in the sent items of the shared mailbox.

We don't want them to have it in their own mailbox where others can't see them.

Now a few of my users has asked if we can somehow give them ability to save copies to their own sent folders?

Is there a smart way to solve this?

to have every mail they sent from others or shared mailboxes copied into their own sent folder.