A reply is a new message and your mail app has to construct the list of people to send it to. If it doesn't know the BCC'ers addresses, it can't send it to them.
It's only really associated with the previous message at the far end, assuming the recipient has both messages available. There's no concept of a reply in the delivery system.
Specifically, the only way that any system knows about the concept of a reply is from the "In-Reply-To:" header. But this is only used by the client at either end, the servers in the middle don't do anything with it.
The servers in the middle don't do anything with the To: or CC: fields either, they too are purely decorative.
The email addresses that emails are intended to be delivered to are controlled by the "RCPT TO <address>" SMTP commands sent by the client. Most email clients derive these values from the To: cc: and Bcc: fields in the message composition interface but that's not a strict requirement, which is why it's so easy to fake emails. The "From:" field is decorative too, the SMTP command is "MAIL FROM <address>" although the value supplied to the "MAIL FROM" command is usually stored in an extra header (MFrom: ?)
bcc: is implemented by telling the servers you want to deliver email to an address ("RCPT TO") but just not mentioning it anywhere in the headers.
A postal analogy would be roughly something like this:-
From: A
To: B
CC: C,D
BCC: E,F
A writes out 5 postcards all the same.
All 5 are addressed "From: A, To: B,C,D".
Then put each postcard in an envelope, each envelope is addressed to one of B,C,D,E,F with return address "A" on the back.
A sticks them all in the post.
For any of the individual recipients the outer envelope just has their name on it. Once they open the envelope they find the postcard that says it was sent from A to the group B,C,D.
The rough analogy is that the email you compose in your client may look like it is one item being sent to multiple people but it is actually wrapped up in a separate communications layer that is point to point.
You may think you're sending one email but if you send an email to 3 people (one hotmail.com, one gmail.com, one example.com) then you may contact your outgoing mailserver once but from that point on it will be dealt with as 3 separate emails.
But if I read Martin's original question correctly; if person A sends an email to people B & C with a copy (cc) to person D and a blind copy (bcc) to persons E & F. What happens when each of these people hit a reply to All?
My understanding is that people E&F are invisible to B,C & D as long as they don't hit the "reply to all" button, in which case, all others will understand that they were Bcc'd.
A
simply, no.
Umm, sort of "yes".
If A sends an email to B,C&D (either To: or CC:) and then E&F by bcc: then if E does "reply to all" then it will go To: "A" and CC: "B,C&D". So B,C&D will now know that E was probably bcc'd on the original email (or had it forwarded to them by someone, the quoting that the various clients use may make this more obvious - or not).
But B,C&D (or E) won't know F was also bcc'd on the original email unless F also replies to all (or somehow lets on they received the original).