In my experience, client software usually honors Reply-To, but I have only been exposed to a small fraction of the wide array of client software that people might use.

Imagine what happens when subscribers change activities, interests, or focus. As a result, they may no longer be interested in the products and services you offer. The emails they receive from you are now either ‘marked as read’ in their inbox or simply ignored. They neither click the spam reporting button nor attempt to find the unsubscribe link in the text. They are no longer your customers, but you don’t know it.

It has two very different meanings, that you would have to distinguish by context. One meaning is just expressing that we have limitations. If you don't know something, that's just tough, you don't know it and you have to live with that. You don't have information if you don't have that information. The other meaning is that not only are there gaps in our knowledge, but often we don't even know what the gaps in our knowledge are. I don't know how to speak Finnish. That's a gap in my knowledge that I know about. I know that I don't know how to speak Finnish. But there are gaps in my knowledge that I'm not even aware of. That's where you can say "You don't know what you don't know" meaning that you don't even know what knowledge you are missing.

but in essence I expect OP means Rumsfeld's "unknown unknowns"

But there are also unknown unknowns – the ones we don't know we don't know.

We also know there are known unknowns; that is to say we know there are some things we do not know.

Some risk management techniques urge practitioners to consider the "known unknowns" and the "unknown unknowns"

Incidentally, I'd add that it can also be used in looking toward the future, in awareness that we lack such a crystal ball: We base our plans on our knowledge, and there'll be times where we know there is a gap in that knowledge, but we're also aware that there may be things we can't possibly foresee, because "we don't know what we don't know".

Yet, in all these instances, life offers no crystal ball; there's no way of knowing what the future holds, or to be cognizant of something we are unaware of. This is the essence of "You don't know what you don't know," only it's being expressed in a comical way

Had I known the van was going to overheat, I would have driven the car instead.

If I had known you were going to get such bad grades on your report card, I wouldn't have let you go to the dance last weekend.

If I had known your plane was going to be two hours late, I wouldn't have rushed to the airport.

The basic rule of thumb is: "I'm not aware of all types of security exploits. I must protect against those I do know of and then I must be proactive!".