I have had my group set up so that replies go to the group, but all reply options are available and I have seen this as the footer on our messages (which is fine):
Now, for whatever reason, the same settings are giving me this footer (which is far more confusing to my users and which is missing the "reply to sender" option):
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View/Reply Online (#692):
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You've been fooled by a coincidence.
The difference in footers has to do with whether the message was formatted (HTML) or plain text. It does not depend on your group's Reply-To setting.
You can force all messages to have the formatted footer, if you want: check the
Force HTML Emails
checkbox in the Message Formatting section of your group's Settings page.