[Dovecot] confused about deliver

[Neal Becker]

I have dovecot serving a maildir in ~/Mail.imap.

In Mail.imap I have

cur/
new/
tmp/
.maillist1/
.maillist1/cur
.maillist1/new
.maillist1/tmp
...

I made a sieve script, which looks like:
require "fileinto";
if header :is "Subject" "test" { fileinto "test"; }
...
with no final else clase.

When mail is delivered to a maillist, caught by my sieve script, it goes into the correct subdir of maildir.  But, when not caught by the script, I get:
Dec 14 11:53:27 localhost deliver(nbecker): msgid=<d9f848520812140850q190f104fva5f586e43fa03994 at mail.gmail.com>: saved mail to INBOX

I can't find this mail saved to INBOX.  There are no modified directories under maildir that I can find.  Where did this mail go?  I wanted it to go into the toplevel cur/, which is where my client finds them.