This issue seems to only happen for Google accounts on MacOS Sierra, essentially "On My Mac" folders are auto creating themselves.
To replicate my setup:
1) Add an iCloud mail account.
2) Add a Google/Gmail account. Confirm in the Mailbox Behaviors section that Sent mail is assigned to [Gmail]/Sent Mail on the IMAP server.
3) Send an e-mail from the Google account.
4) You should now have a Sent->On My Mac folder and the sent message will be located in both the "On My Mac" folder as well as the IMAP Sent folder for Gmail.
I have completely reset the Mail.app, removed all accounts, cleared the entire ~/Library/Mail/V4 folder and the issue continues to happen.
macOS Sierra
Version 10.12 Beta (16A239j)
MacBook Pro (Retina, 15-Iinch, Mid 2014)
Processor: 2.2 GHz Intel Core i7
Memory: 16 GB 1600 MHz DDR3