I'm not sure how common it is, but my mail server in particular doesn't store the signed emails, and I went to no special effort to set things up that way.
Of course, if someone replies to me and quotes my email to them, that will be signed by their server's key.
My reply was more to what tptacek said - observing that for at least some configurations a stolen mail spool from a laptop won't have signatures on sent emails.
Of course, if someone replies to me and quotes my email to them, that will be signed by their server's key.