BCC Foldering Agent

Not well documented, but this looks like expected behavior:
"Engineering confirmed that the behavior is expected and by design. The design stems from users who complained that when someone replies to a message on a DL and moves the DL to the BCC line (e.g. to discourage members of the DL from sending more replies), that BCC'd reply lands in the recipients' Inboxes, instead of landing in the same folder as the rest of the messages for that DL. The BCC Transport agent provides this functionality. The BCC agent detects BCC messages, looks at the In-Reply-To header, searches for the message identified by the In-Reply-To header, and delivers the BCC message to the same folder as the replied-to message." (source)

Were not able to repro the folder movement; messages did have an extra header, X-MS-Exchange-Processed-By-BccFoldering