In the underlying Notes mail file structure, an email doesn't truly "live" in the Inbox or any other folder, the email is just included in that folder's "view". For example, in Notes, there is a "Save and File" feature, where a sent email can be included in both the "Sent" view and another folder's view at the same time. In this case, the sent email doesn't really live in either folder, but the same email is included in the views of both folders.
At the end of the migration, MNE combs through the user's mail file looking for items that aren't included in any folder views. MNE then migrates these "orphaned" items to a new "All Documents" folder created in the Exchange mailbox . These items would have essentially been invisible to the Notes user, as they were not included in any views.
The following steps will create a test message that MNE will consider "orphaned":
You have the option of not migrating "orphaned" documents setting the following option in the MNE Global Default Settings (If you are using a migration configuration template, this will need to be updated manually in the template).[Notes]