How emails from staged users are handled is the one thing I can’t test locally. I’d still expect that replies to that email would use the User Posted PM template if the email is being sent to a group’s email address, or the User Posted template if the email is being sent to a category’s incoming email address.
I think Discourse have actually customized the email template that’s used for handling replies from staged users on Meta. I might be remembering that incorrectly though. In any case, it would be good to figure this out and add it to the list at Customize specific email templates.