I think it has to do with the fact that emails sent to the list retain the "from:" of the original sender but have a "reply-to:" to the mailing list.  So it depends on the UI used for emails, but it's pretty easy to hit "reply" to an email from the mailing list and think you're making a private reply when it actually sends the email to the mailing list.  I think I may have done that myself...  ;)