When you use a File, Send to menu in other applications, Outlook won’t let you do anything until you either send the message or save and close it. Saving the message places it in the Inbox, not drafts.

This is a limitation of SimpleMAPI. The Send To command uses SimpleMAPI which only loads a stub of Outlook and launches a modal form. Modal forms must be closed before the application can be used again. SimpleMAPI doesn’t know about the Drafts folder and saved messages are placed in the Inbox.