The only light i think i can shed on this is: when you get a sms message and your in the touch flo interface, and your looking at the message from the initial text screen. (where you can see all the text, but can't type) if you click on the message you enter into a "conversation" but if you click the menu>reply button, your responding to them via windows sms. I am theorizing it might be possible if there is slowness or lag between the two interfaces, the "conversation" will not register the windows sms.
This is just theory, but its something i've notice while digging around in this phone.
edit: on a side bar, after i post this i noticed my SMS window was incorrectly displaying unread sms/text at (1) on both the Manilla and windows side. and the fix for that was
here half way down, a .zip file that contains an exe, ran great on the TP2 and cleared up the issue after it finished and popped the battery out again.