In AIF Asynchronous integration port (Eg: File Adapter) Queue Manager doesn't retain Erred incoming request messages if the field "respond after error in aysnchronous request" on the Integration port is checked.
The reason being is - for AIF to respond it needs to do outbound processing, once this field is unchecked on the Integration port AIF doesn't do outbound processing for erred request messages and therefore message will remain in the Queue Manager.
