It seems that the Mailman migration has turned on duplicate suppression: if a recipient address is mentioned in the message headers, Mailman will not distribute the message to that recipient address, under the assumption that the message will make it to the recipient directly from the original poster.
This breaks threads in local mailing list archives. (It's not visibile with Gmail because of its automated message disposal feature.) It's possible to turn this off in the Mailman settings, but I think the default will be applied to all new subscriptions, so this is a bit annoying because you need to remember to disable it again.