How do you have your Archive set up? This article tells you how to specify the folder to send your archives and what the folder structure options are..

https://support.mozilla.org/en-US/kb/archived-messages

I set up to archive to local folders (I'm on IMAP). I read that article before doing so.

I am not sure what is going wrong with your setup then. I told mine to make a new folder per year in my local folders and when I select an email from the Inbox or Sent folder and press a it moves to Local Folders-Archive-2015 I did select OTHER in folders and copies and click through the path to set the folder. I see you can pick Local Folders on the first archive choice but I have not tried that. You do have to set this up for each account that you have individually.

Thx, now I understand. I tried an individual mail that I hadn't previously archived, and I see that the archive groups together all mails, whether "Sent" or "Inbox". I had expected it would structure it separately as on the live folders.

There is an option to retain the folder structure but I have never used it. You could try that.