It has something to do with Gmail using "Recent Mode" which gives you the last 30 days of e-mail on your phone regardless of whether your mail client at home downloads it first.
From gmail's support site:
"If you notice that messages you send from your iPhone are appearing in your iPhone's inbox, please note that this POP behavior is a result of enabling Recent mode to ensure that all other POP clients will be able to access your messages. We're aware of this issue and thank you for your patience while we address this issue."