If the forward is configured in the mail set-up of the web space control panel (Plesk), then the address is wrongly displayed by the receiving email client. The sender's address is not modified by the receiving mail server (and not by Plesk either).
If the forward is configured in an email application like Roundcube or another endpoint user client, then that system is the new sender and the display is correct. Because in that case, a incoming mail rule processes the mail and sends it out again as the new sender from that client. That's something different than when the receiving mail server forwards the mail.