Wega_Motors
If you use Outlook to reply from the Inbox of a shared mailbox, it will use the shared mailbox's alias as the default From address. However if you have moved the mailbox to your primary Inbox, it will use your mailbox's alias as the From address.
I have used VBA code within some of my applications to override this behaviour and reply to emails using the From address of the mailbox that the original email was sent to, but I have not found a way of getting Outlook itself to behave in this way.
In my own case, I use a server rule to move all incoming email to all of my domains directly to my primary mailbox. I have turned off automapping of the shared mailboxes so that they do not even appear in my Outlook folders list. So this means that I have to manually select the appropriate From address when replying to emails to these other domains. So I understand your frustration. However in my case, the additional domains are only used occasionally to separate my personal and work mail. If I get it wrong, the user simply sees the reply to be coming from <me>@<workdomain> on behalf of <me>@<personaldomain>, so it's no big deal.
If it is important, you could write a VBA macro in Outlook which reads the original recipient's email address and sets the from address automatically.