Thank you for reaching out to us in the Community. I can understand why it would be more beneficial for the preferred reply-to address selected in Constant Contact to be the recipient of the auto-reply message. The preferred reply-to message works when a recipient manually chooses to reply-to the email they received. But an auto-reply message isn't necessarily replying to the email that was sent, it was triggered by the email client itself to notify the sender (in this case, the From address) that the person is on vacation, etc. At this time it's not something Constant Contact can control, however I will track your request in your account for our developers to review.
Thank you for reaching out to the community!
Yes, this is definitely still the case. The receiving email client chooses the address that it would like to respond to so, unfortunately, we do not have control over this. Please let us know if there is anything else we can do for you.