This behavior is definitely not sounding correct.
Greylisting happens prior to the email data even making it to the server. Just after the RCPT TO: SMTP Command. If an IP is Whitelisted for Greylisting, then any email coming from that IP won't even go through the greylisting process. The same for Trusted Senders. If a user is in the Trusted Sender, it doesn't go through the greylisting process.
The Autoresponder fires off when the message makes it to the Inbox. If you look in the Delivery Log you will see this behavior.
If your server is not behaving in this fashion, then our Support team would be glad to help you in troubleshooting this further. We would then need a support incident opened and we can begin the process.