If you choose to enable email notification  for a Google Group, you have the option to receive every message, a daily abridged summary, or a daily digest including full text of all messages 

However, you can only reply via email when you have email notification set to receive every message. That's fairly logical since the other options are summaries of the entire days worth of messages and Google can't tell to which you want to reply. Unfortunately, Google doesn't tell you that. If you send a reply to a daily summary or daily digest, the message simply disappears.  

You can always reply to a message using the Google Groups web interface .