If the auto-reply e-mail includes the [[WO#xxxx]] code anywhere in the body or subject of the e-mail it will be able to bypass the E-mail Monitor rules to try and append to the existing work order.
Furthermore, if that matching work order is already in a Closed state, by default the system will create a new work order rather than append and re-open the existing one. This, however, can be changed.
The information in this article will give instructions for configuring it so that the auto-reply e-mail will be appended to the existing work order instead:
The only other alternative is the make sure your auto-replies are not configured to include the [[WO#xxxx]] code, and make sure you have E-mail Monitor rules in place to catch and ignore those e-mails altogether.