Did you actually click the "take items" button while at the mail console?
also, if you have more than one toon, and a item was in the exchange on one of thoes toons the item is returned to that toon's mail, so you would need to log in to that toon, go to a mailbox, take item, resell
Note that you need to actually go to the mail console, interact with it, select "Send & Receive Mail", and then click the "Take Item" button on each and every mail.
NEVER use the Mail icon on your UI.
Also, if you deleted the mail before collecting the item, it is gone forever.