Has always been there and frankly highly annoying. Especially as it does not delete the concept after you send, making you to manually delete the concepts over and over again (I say over and over because the concepts seem to ignore the delete command: after a few minutes they pop back up and it often takes multiple delete attempts to get rid of them).
I have a university email set up as POP and I do not have this problem. Mail will save a draft if I write an email but do not send the email out. But if the email got sent out, Mail does not save a draft. Maybe your situation is different if you use different type of Mail setup. But setting the mailbox as POP does not have this problem in my experience.