As for the message itself, digging into the original unformatted text, there was a correct reply-to in the message header. The problem is apparently just that Gmail currently both hides and ignores the reply-to field? (Seems like it might be a recent issue.) So the real problem was Gmail and not RHDN, as far as I can tell. Have reported it to Google.
Though if this feature is on by default, and not something I accidentally enabled... I'd maybe suggest that it should not be default. (Not sure if it is.)