[exim] Why doesn't this work?

So I'm trying to get exim to save to a Maildir folder like

if $header_from: contains "Cron Daemon"
then
save Maildir/.INBOX.cron/
finish
endif


but Maildir/.INBOX.cron is never created.

I would normally expect this to be created.

I'm using dovecot and INBOX is the IMAP folder prefix

Any ideas as to why this isn't created?

Directories under Maildir look like this

drwxrwx---   5 elastica  mail         512 Apr  7  
02:16 .INBOX.lists.notifications