@d3m0n - This looks like the return path of your emails doesn't get the right value, that is, the email address you use in the bounce server.
This happens if you use phpmailer since they decided to not allow this change anymore, which is plain stupid, but it's their choice, so try to use swiftmailer instead.(backend > settings > common > system mailer)
Receiving servers can decide where to reply to, according to RFC, that is why PhpMailer is doing it like that, to be RFC compliant.
The best setup is to have FROM = ReplyTo = bounce, since that has total consistency, while spammers oft have many different (and fake) email addresses in the header, and hence can be easily sorted out this way