I noticed that emails sent using my James Server have this header when they are delivered :
X-Spam-Status: No, score=0.1 required=5.0 tests=AWL,MSGID_FROM_MTA_HEADER
This is added by SpamAssassin telling that the Message-Id was generated by a relay, rather than by the user agent.
If I use the same mailing software but not James to send an email, I don't have this problem.
I looked in the configuration files of James and couldn't find anything about this msgid. Why is James changing that ?