This is almost certainly a DMARC policy issue. There have been several threads about the different manifestations of the issue. They all boil down to the fact that the email appears to come from the wrong server.
I would suggest contacting support with a couple of examples where this is biting you. Depending on the exact details, they may be able to circumvent the issue with some domain whitelisting. Alternatively (and if they say this it is probably true) they may tell you that the newsletter sites are incorrectly configured.
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