All mail comes in Inbox then goes somewhere else

This is very frustrating. When new email comes in, if there’s a rule then it executes the rule which is fine. The problem is that when new mail comes in it doesn’t stay in the new mail Inbox {Inbox} it goes somewhere else either All Mail or as Important. The All Mail I understand. But there is nothing important enough where it shouldn’t be in the Inbox first so I can see if it’s important. I’ve lost important emails because of this.
I’m evaluating the Free version and have not been very impressed yet. I have my Gmail account set up as Imap.
According to the posts it looks like this is or has been a problem for some time. Any suggestions to correct the problem would be appreciated.

Hi Tom,

this behavior is most likely caused by Gmail bug when incoming mail just skips the Inbox folder.
There are plenty of discussions on the internet regarding this issue.