For anyone coming across this like I did after searching and wondering why this was happening. I discovered that this isn't actually a "bug" but a feature. If you are using Apple Mail it reads a header in the email headers, eg:
X-Icloud-Hme: p=alias@icloud.com; d=www.disneyplus.com;
f=real@example.com; r=to; s=sender@example.net
Apple Mail is able to read this and display the actual sending email address. However, if you are using another email program it will come across as a rewritten email address like sender_at_<hash>@icloud.com which if you reply to that email it will actually go to the real email address, but it will also rewrite your email address as your hidemyemail address instead of your real email. So in a sense because you aren't using Apple Mail you don't have to select your hidemyemail address as the from sender, hidemyemail does it for you by replying to that sender_at_<hash>@icloud.com email address.
If you truly want to see the actual email address that sent it, just look at the raw email headers and find X-Icloud-Hme and locate the s=sender@
Hope this clears up some things, and helps others in the future!