When someone sets up an "auto-reply" message, this will be registered as a soft bounce when they are returned to Benchmark Email. However, some auto-reply messages are returned to the address that is specified as either "from" or "reply-to" in your campaign. This is why you would see them in your inbox rather than in the Benchmark Email reports tab.
Not all mail servers are able to recognize the "reply to" or "from" address though and so the message is sent to the bounce address in the campaign (the address that Benchmark Email inserts into the campaign to receive bounces). Those are kept in the Benchmark Email
bounce manager so that you are aware your campaign was returned.