Subscribe by email responds to recepient email address

This is not a site-specific problem. I've set up the reply address as recommended: (also on other sites). This email address does not exist.

My client's concern is that when his subscribers receive notification of a new post and hit reply, the reply address shows the same as the recipient address and NOT as This is true for all sites this plugin is installed in. I have told him that this plugin is not meant to start a conversation, however, it is supposed to show How can I fix this?