This is the behavior of the movemail program which Rmail uses.
This indicates that movemail is configured to use lock files.
RMS writes:
Certain systems require lock files to interlock access to mail files. On these systems,
movemailmust write lock files, or you risk losing mail. You simply must arrange to letmovemailwrite them.Other systems use the
flocksystem call to interlock access. On these systems, you should configuremovemailto useflock.