It's the responsibility of the mail app (or any client attached to an IMAP server) to put the sent messages in the sent folder. In fact Sent, trash/deleted, archive, and Draft folders are all special folders.
Check the settings for mail app, those 4 folders should be found in the advanced setup. They are likely currently configured to a different local folder (at least that' the IOS default, I would assume Yosemite is similar).
Whats correct here is really up to the user. The best place to point those folders tho is the respective IMAP folder on the server. This should be done on all devices that connect via IMAP i.e. mac, iPhone, iPad, etc.. whatever devices the user has all will likely need the changes.
After you've located that local sent mail folder you could move all the messages to the server based sent folder.