This can happen in two scenarios.
The volunteer did not click reply and copied the sender instead and composed a new message.
The volunteer is using an email program that does not properly support the reply-to header. There was a bug in a version of the windows 10 email client, and possible in other email clients as well. Unfortunately, there is nothing we can do in this scenario, except encourage the volunteer to update their email program, or use a web-based mail client instead.