With the release of CRM 7.3 SP3 it is now possible for the send email workflow action to file the email against the entity record. This works perfectly when added into a rule which is user interactive (Primary, Transition or Global rule). However when the action is invoked by an escalation rule it seems that the email is sent but it is not filed into CRM. Does anyone know whether this is either an issue, expected behaviour or I am just missing something.

I would test this in 2017 R1, however it appears that escalation rules are broken (0-169101-QA Customization Escalation rules didn't send emails) and will be fixed in 2017 R2 which is yet to be released.