Quite.  SpamCop spells out that this is one of the auto-responder mechanisms which can get you on their bad side:

http://www.spamcop.net/fom-serve/cache/329.html

In their mind, any machine responses outside the immediate SMTP delivery stream are always bad, and can get you blacklisted if sufficiently disgruntled persons are the brunt of forged messages to your service.

Paul Russell wrote:
> Challenge/response is just another form of back-scatter which will get you
> blacklisted by some sites.