When you say you "i've ticked the keep ancient only option in trinity" , you really mean "i've ticked the Always Stash Ancients option in trinity", and that is working exactly as intended ... it stashes all ancient items you pick up.
If you want to only keep ALL ancient items (which is a pretty useless option in itself) , then set up a blank item list.
You really should just set up the item list to your liking. Takes about 10 minutes and you will never have inventory space again, nor will you keep the plethora of useless legendarys.