Oh man.... thats a really good question, one to which I don't know. The only thing I can think of is that the message boards sends that email to all the people that have either replied to that thread or subscribed to it. The only reason why I think it doesn't stop the email from coming to you is because it goes through another system. The online version of the bulletin board can check IP addresses and whatever else (username and etc) while an the email function just sends a general email to a "usergroup" that has replied to that.... not specifically to you.
I am not sure if thats correct or not, but thats my best guess... and to my knowledge, there is no way to stop that. Sorry.... but at least I gave it my best shot