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Was in the same issue specially for one single user after the migration to Office 365. The issue was the view was enabled hence the mails were not all visible. Check out the screen shot at - http://technowand.com.au/blog/emails_not_visible_in_folders_of_office365
As with any other Windows folder, ensure the user has permissions to list directory contents of the parent folder as well as the read permissions of the folder itself. Also, keep in mind adding a user to a group often requires a log off (and back on) for the permissions to take effect. After that, check and double-check the permissions, even the obvious.
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