It's just not hiding them initially.
That's normal behaviour. It will show them as long as they are "un-read" or "not opened". This will not change if you upgrade Groupwise.
But you should really find the redirected folders on the BES and check them. As a standard, only the Inbox and the Sent Items are checked, but the user or the administrator can change this.
The rules you are talking about, are they server-side (i.e. do they also work when the Groupwise client is shut down)?