Unfortunately other than manually moving them, no. This is not a “problem” of Outlook, it is a “feature”!
You could achieve that by disabling the “Save copies of messages in the Sent Items folder” option.
Create the rule to move a copy of the messages, then go to “tools”->”options”-”preferences”->”e-mail options” and uncheck the “Save copies of messages in the Sent Items folder” checkbox. Click Ok, and Ok.
This should do the trick but, if the rule fails or gets disabled for any reason, you won’t save any copy of sent mails.