If you have a mail message open to read (as distinct from looking at it in the preview pane) and you choose reply, the original message window goes away and is replaced by the reply message window.
Unlike for example, Eudora, where another window is created alongside the existing one(s).
[Editor's note: I use the preview pane so extensively, I'd never noticed this as I hardly ever double-click a window. I think it's a nice touch, though it might be a bit disconcerting at first, as I certainly didn't ask the current window to go away -- what if I change my mind about replying and want to see the message again?]

