When choosing to receive a copy of one's user report the email will rightfully have its own Message-ID. Unfortunately when the reporter receives a response the Message-ID of the copy is not included.

Since the subject is also quite different email clients are not able to group them (threading, conversation view).

The solution seems to include the Message-ID of the report copy in the mail sent to the mailing list as well so that when there is a reply to the reporters email address it will be included in the References header and their client can display the original report alongside the admin response.

Here is an exchange of a report copy and the reply by one of the admins.
(I've omitted irrelevant headers such Received and obfuscated some other parts)

Return-Path: <noreply@musicbrainz.org>
To: "user" <***@example.com>
Sender: MusicBrainz Server <noreply@musicbrainz.org>
Subject: Copy of your report of user
Message-Id: <editor-report-copy-123-456@musicbrainz.org>
From: "user" <noreply@musicbrainz.org>

Return-Path: <***@metabrainz.org>
References: <editor-report-123-456@musicbrainz.org>
In-Reply-To: <editor-report-123-456@musicbrainz.org>
Reply-To: ***@metabrainz.org
From: <***@metabrainz.org>
Message-ID: <***@example.com>
Subject: Re: Editor user has been reported by user
To: ***@example.com
Cc: MusicBrainz Account Admins <***@metabrainz.org>

References:

• https://explained-from-first-principles.com/email/#message-identification
• https://stackoverflow.com/questions/68504201/what-is-the-use-of-message-id-in-email
• https://cr.yp.to/immhf/thread.html
• https://stackoverflow.com/questions/52044915/threading-without-in-reply-to-message-id
• https://www.jwz.org/doc/threading.html
• https://wesmorgan.blogspot.com/2012/07/understanding-email-headers-part-ii.html