[Mailman-Users] How to properly nest a response from Gmail

[BA lanfest]

I am a new member of a Mailman list.  This feels like a stupid question,
but the other day I tried to respond to a message, and it did not nest
properly.  It nested at the same level as the post I was responding to,
rather than under it (and this was not a case of nesting limit, as other
message did nest at the depth I desired).  I checked the "In-Reply-To"
header on my sent mail and sure enough it as replying to the Message-ID of
the email I wanted to nest under.  And yet it did not.  Any ideas?