Redirect or Forwarding rule removes the email address

I want to forward emails depending on who has sent them to me to someone. So a particular sender goes to a particular person.

I've created a Smart Mailbox, used the Conditions tab to filter the messages to the relevant ones.
Then in the Rules tab, I add a Rule, in the actions area I chose Forward and entered an email address.

It never sticks, if I hit OK and close it and then reopen it, the email address is gone.

Same happens if I choose Redirect instead.