Steve,
That is correct the system won't detect the e-mail is a reply to a ticket without the corresponding identification tag being included in the e-mail reply. Unlike previous versions of ServiceDesk which used hard coded e-mails ServiceDesk 7.5 uses custom e-mail templates created by each customer to fit their needs. It is up to the customer to make sure that the necessary identification tag information is put into the template. This is explained in the documentation.
For incidents you need to make sure that the following code is in the e-mail template body
{IID={$WorkflowTrackingId}}
For Change or Problem it would be {CID={$WorkflowTrackingId}} or {PID={$WorkflowTrackingId}}