It's probably because it's only looking within the list of subfolders to begin with. Returning 'Success' just means it didn't encounter an error while trying to move - which it wouldn't have been able to, since 'Inbox' isn't a subfolder. Now, if you had tried moving the message to some other subfolder, and there was a permissions issue or something, that would return something other than 'Success'.
You'll probably want to put in a conditional check in the code stage so that if the folder name is 'Inbox', it goes to the Inbox Folder object instead of looping through Folder.Folders to find it.
