Answer
Check which specific option you used — 'Send to Colleague' and 'Mail Recipient as a Link' behave differently and are easy to confuse. 'Send to Colleague' doesn't send an external email at all; it creates an internal Task that the recipient opens from their own Tasks pane inside the client. 'Mail Recipient as a Link' is the option that actually opens your local email client to send a regular external email. If you expected a normal outgoing email and used 'Send to Colleague' instead, that's why nothing arrived in an inbox — check the recipient's Tasks pane, or use 'Mail Recipient as a Link' instead if you specifically need a real email.