When a new issue is created the customer receives an email where the plain-text version contains this phrase:
"Your request has been created. If you'd like to add a comment to this request, just reply to this email."
This seems to be a standard text, even when no email setup for ServiceDesk has been made. The option to reply to the mail should only be mentioned when a reply would actually work.
Note that this is an issue only for the plain-text part of the mail, the html part doesn't has this issue.