I have the same issue. I want to be able to see emails sent out thru SM, in the SM client. Occasionally I will be doing my 12am invoice blitz sessions (I work too much) and will forget whether I just sent an email or not.
I bcc myself on most billings but that would be a great addition to servicemonster and have been meaning to email them, hopefully they'll pick it up from here.
So email is an extremely complex issue. We will be making some changes to this in the near future, but I'm not sure ServiceMonster will ever be a full email client. Just like Vertical Response and Constant contact are not email clients.