> We have two lists I will call A & B, and someone posts to both lists
> with
> the same email. I am part of the hierarchy for both lists:
>   - subscribed to a sublist of A
>   - directly subscribed to B

Presumably, the 'Message-ID:' is identical for both lists since the poster writes one unique message to both lists. Perhaps your mail client or MTA suppresses such messages.

  Eric