To slightly generalize this, I think this feature request boils down to a setting Notify me of my own posts when I'm watching a topic. I don’t think that makes a lot of sense, but on the other hand, I never understood the idea behind mailing list mode echoing your posts
Another way to read this is a request to add an option to expand mailing list mode to messages.
This discrepancy occurs because watching every topic and having mailing list mode on behaves very, very similarly, but differs in the ability to have your own posts echoed – and mailing list mode doesn’t exist for messages.
When using public posts, and mailing list mode is on:
I always get an email if someone else posts.
When I post myself, whether I get mailed a copy or not depends on the choice made when enabling mailing list mode.
When using group messages in a watched inbox:
I always get an email if someone else posts.
When I post myself, I never get an email, and there is no way to enable that. This is because mailing list mode does not apply to messages, and Watching does not trigger notifications for own posts.
This is basically the inverse of the old I don’t want to get notifications for my own (public) posts resentment: This is I do want to get notifications for my own (group) messages.
But why not add a option for activating it, to not always explain to my discourse users that groups and categories work different in mailinglist mode. And to allow not so “techie” people (people that want to see the whole discussion in their email clients, even their answers) - we have a lot of them, because we are a “no tech forum” - to take part in discussions.