Is that really how “normal mailing lists” work? Google Groups, easily the most popular mailing list platform in existence, does not appear to work this way. By default, my reply will be to the mailing list address and noone else.
I like @scombs’ proposal to add a special PM button and have that open a new email dialogue. It’s not prone to user error; there are no surprises here as there could be if we’re getting involved with Reply/Reply-to-all conventions.