I came across and issue where we needed to have an auto response sent every time users sent an email to a specific distribution list. In our case since the distribution list already existed a shared mailbox was created. This shared mailbox was then added to the DL. From there a rule was created where the shared mailbox would send an auto reply.
Only problem, when an email was sent to the DL the sender would not receive an auto reply. Emailing the shared mailbox directly did produce the desired result which verified that the rule which was created did in fact work.
Turns out by default distribution lists do not pass auto responses – in order to configure this you need to enable the following parameter: SendOofMessageToOriginatorEnabled
By default this parameter is set to false – once set to true auto responses were received when emailing the distribution list.
Example: Set-DistributionGroup -Identity <identity info> -Name <Group Name> -SendOofMessageToOriginatorEnabled $true