Replies depend on which email address you're sending from.
If you're using the default Notify email address (the auto-generated one we provide), replies aren't supported. These addresses are send-only, so if a recipient replies, they'll receive an undeliverable message. This is expected behaviour and doesn't affect email delivery or reputation.
If you want to receive replies, you'll need to send from a custom domain email address (like hello@yourbrand.com), which can handle incoming messages.
Related article: Can I send emails from my own domain?
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