According to this site[2] Thunderbird (at least since version 3) should be able to handle this header. So it should be one of the really rare mail clients which can handle mailing lists follow ups automatically and
"rare"? Mutt does since the introduction of MFT, Gnus does it as well and I guess there are many more compliant MUAs out there. The only problem is that you need to configure the list of subscribed mailing lists and a list of your own mail addresses.
Shalom-Salam,
Werner