Anne,
It doesn't have to be "messy" with replies. You can set up a content filter for the account that sends a message to the sender notifying them of the change and forwarding the email to the new mailbox. You can also use an autoresponder if you like, and set up automatic forwarding. You could even set up an event to do the same things.
Regardless of how it's done, replying from that new email address isn't (or shouldn't be) a surprise. You may also want to consider a footer for the domain that notifies people of whatever organizational change is being made, sort of like companies do when they're going through a re-branding. But that may be more than you want to do at this time.
As for "why" -- domains are essentially organizations. Sharing between orgs requires permissions and access controls, which can be complex to manage. Systems like Exchange have that built in through AD and ACLs. SmarterMail, and other mail servers, treat domains as their own entities or organizations. So, for the time being, sharing cross domain isn't possible, though it's something we're looking at implementing in the future.