If your employer puts a rule, you have no choice but to follow it. However, to explain my contention...
Emails can be very easily falsified. Trail mails can be falsified even more easily, so they hold no evidential value. For forensic purposes, the original mail is needed. It carries a certain amount of cryptic data, including the server serial number, against which it can be verified who actually sent the mail, when, and how.
After you leave, your account will be locked, so you can't get the original mail to prove it was sent by you or how. Someone else can use your account, backdating the mails and setting them to create evidence against you. That was my point.