Interesting question. Easy to give it a test. I have never seen this arrive, though, but maybe it is just because I have never been in this precise situation.
Many out of office system enables you to only send OOO messages to contacts that are already in your address book.
It's possible if the settings are wrong.
This is one reason it is better to send from a 'fake" box if you can.
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Endless auto-reply loops are almost nonexistent (that isn't what you asked, but you should know) but a mini-loop of 2 replies like you describe isn't impossible.
The Autoresponder RFC mentions several tactics mailservers should follow for avoiding loops, but it doesn't dictate a complete solution. Usually, thanks to a combination of legacy headers, proprietary techniques, and compliance with the RFC, loops are prevented. But not always. Like Josh said, sending from a mailbox that cannot have an autoresponder takes care of the difference.
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If you really want to deploy best-practice email marketing, send from a central, real mailbox that's monitored. Many case studies of what not to do when sending an email includes sending from an email address that doesn't get monitored - or worse, is indicative of that, e.g., "email@example.com". Essentially, what this says is I've sent my message to you, but have no interest in further engaging with you.
Also, since the "FROM" and "REPLY-TO" addresses are inconsistent in how they work, you should use the same address in both fields within Marketo.