Sandraellison1, we always want you to know all your phone’s amazing feature options. The answer may depend on what app you are using for your text messages. Which texting application are you using (Message+, Messages, or another third party app)? If set up through the email, this setting typically carries over from a previous device that did have SMS synchronized with an Exchange account, or the Exchange policy allows synchronizing text messages. If the Sync Messages setting is enabled, copies of text messages will sync to the user's Exchange account and appear in the inbox on the Exchange server.
To disable SMS sync:
1. Open the Email app.
2. Tap Menu (3 dots at top-right) > Settings.
3. Tap the account which is receiving the message copies.
4. Scroll to the Exchange ActiveSync settings section and switch Sync Messages off (this may also be called "Sync Text Messages").
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