If they are all being sent to their exchange email account and the exchange account is what the mobile device is set up with then whatever their exchange primary SMTP address is will be what shows as their reply address. That is what exchange uses to define the sender’s identity.
They can set up more than one account on the mobile device, however. For instance I have both an exchange account and my comcast email account set up on my HTC mobile device (mobile 6). If I answer from the comcast set up account, it will show my comcast email address as the address it was sent from.