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Email Security - DELETED status

Hello SOPHOS friends,

normally the Email Security software blocks spam messages by putting it into the quarantine.

Today I've seen that an email we'd like to receive was deleted and not put into the quarantine.

Does somebody know why the Email Security deletes mails without putting them into quarantine?

I'm the only user that received the spam reports and I did not deleted these mails by spam report.

Every rule/policy was set to put suspecoius mails into quarantine.

Best regards

Tino