I use a similar system, using a different address for each person or entity with which I communicate, often inventing them on-the-fly when needed.
Everything seems to be working as usual today... but I have never found it to work the way you describe.
When replying to mail sent to an address for which I have no identity (caught by the catch-all) Fastmail has always used the default address as the 'from' address rather than the address to which the mail was sent.
This can be changed before sending by selecting the catch-all address from the 'from' drop-down and typing in the desired address.
You can guard against inadvertently revealing your main FM address by setting the default 'from' address to be something you have never used, but which is different from your main FM address: If you inadvertently send from that address it's no big deal, you can just change the default to something else.
By the way, in case you didn't know, the catch-all *.yrdomain.com catches mail sent to
arbitraryname@arbitrarysubdomain.yrdomain.com as well as to
arbitraryname@yrdomain.com ...which vastly increases the range of addresses you can use.
P.S. Please keep us informed. If there's a reliable way, short of setting up a separate identity for each address you give out, to make Fastmail always use the received-at address as the 'from' address of any reply, then that would be fantastically useful.