After you send a PM you are presented with the following:
This message has been sent successfully.
View your submitted private message
Return to your "Outbox" folder
And are then redirected to the message you just created. The redirect is not so much of a problem. What I have an issue with is the "Return to your "Outbox" folder" link. This is not the folder I was in. I was in my Inbox. I haven't looked at the code but I'm pretty sure there is nothing checking what folder you sent a message from as this is the same message I get when creating a new PM or replying to one. Regardless of that the most common place to go back to, at least in my opinion, would be the Inbox not the Outbox.