I just saw a Mycelium wallet misbehave heavily: a transaction was shown as sending only the fee, not the rest. However, on the block chain, it was sent. Mycelium balance was then out of sync with the block chain.
Didn't happen on my device, so I don't have more details right now. But naturally I'm suspecting mutated transactions to be involved.
When you see sending/receiving in the main balance view Mycelium reports how your balance is currently affected positive/negative. If you are sending to your self your balance will be affected negatively by the amount you send and positively by the amount you receive. The remainder is the fee. If you only see the fee I guess that you are sending coins to yourself. If you want to know for sure what is happening you can go into the tx history, click a transaction, and "Show Details". There you will see which addresses send and receives coins.