I tested with a mix of mail from explorers sent on both treasure and adventure and MCC battle mail with obsidian ore loot mail.
I collected the adventure mail first to star and that did the expected, leaving the other mail untouched.
I next selected "Loot Mail" and this tagged the treasure search mail as well as the obsidian ore loot mail. It might be preferred to differentiate those. I am assuming end of adventure loot mail might end up on this group too? (I did not have a completed adv to test at the time) The adventure related mail I prefer to see and understand what was received, but the explorer loot is great to push it all to star in one shot.
Battle mail was last and I didn't have anything left to separate it from but it deleted as expected.
One note from a UI perspective, the choice between home and star ought to be a radio button rather than two check boxes - the indicator is counter intuitive to the intended action there.
Appreciate this feature - the monotonous clicking of explorer spam will be a thing of the past