IOS – How does iOS 5 decide what mailbox to watch for new mail

I have a new iPhone 4 (not S). I have installed iOS 5 on it. I have configured an Exchange active-sync mailbox for my mail.

I have three Exchange rules running on incoming messages in order to sort them into three places:

• filter out all low-importance messages to folder B
• filter out messages that are not to me to folder B
• filter out messages which are to me but I don't want to get notified-on-arrival to folder A

This theoretically leaves messages in my Inbox which are both to me and something I want to be notified about when they arrive. If I want to look at mail in folder A, it is a few clicks and a poll away, which I can live with.

So when mail is filtered into folder B, great, it works.

When mail arrives and ends up in the Inbox, the phone vibrates and goes "Bing!" Also great.

However. When mail is filtered into folder A, there appear to be some circumstances where the iPhone will notify me that new mail has arrived by vibrating and going "bing!", while other times it works the way I want.

So my question is: why is the phone sometimes alerting me that mail has arrived in folder A?

Update: one thing that I maybe should have mentioned is that I'm filtering with exceptions in my rules:

Rule 1:
Criteria:
    Stuff marked low priority
Action:
    move to Inbox-Filtered-Out
    stop processing rules on this message
Rule 2:
Criteria:
    stuff marked normal priority
Action:
    move to Inbox-Filtered-Out
    stop processing rules on this message
Except:
    if it is to: or cc: me
    or if it is from (list of people which includes my wife and the pager-relayer)
    or if it is to (specific address which I am responsible for responding to)
Rule 3:
Criteria:
    stuff marked normal priority
Action:
    move to Inbox-For-Me
    stop processing rules on this message
Except:
    if it is from my wife or the pager-relayer
    or if it is to (specific address which I am responsible for responding to)

So after all that, the only things left in my Inbox (and therefore triggers the phone alerting me to its arrival) should be stuff from my wife, or something that I need to be alerted on (or is marked as High priority). The rest of the moderately important stuff ends up in Inbox-For-Me, and everything else is shunted to Inbox-Filtered-Out.

I should also mention that these three rules are the only rules I have on the Exchange account, so I'm pretty sure there isn't a race condition here.