It's not currently possible to change the reply-to header in a message sent from Jira Service Management, nor is there an option for preserving these headers. However we do have a feature request for this over in JSDCLOUD-8482.
It might be possible to achieve this through an add-on from our Marketplace, although I have not found a specific one that does this for sure. I would search through these results to see if perhaps one of these can accommodate this request in the meantime.
I hope this helps.
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