I will try. I am talking here about mailing list for groups NOT categories!
For categories it works fine and with the setting above described you can turn on or off if you want to get an mail for you own post or not.
For Groups it is not working. Let me explain how we are using a group.
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We define a group with some members of our community.
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We are using the PM (message) feature to send a message to all Members of the group
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Either with the WEB Interface or vie e-mail (as a group can also have a Custom incoming email address)
And here you don’t get an E-Mail for your own message but this should also work!
Hope I made it clear now!