I also put Auto Follow Replies under Following Only, because that'sI note that a checkmark there disappears (leaving an empty gray box) when you click "All Messages", and does not reappear when you click "Following Only" again. Same if you click "No Email" and then click "Individual Messages" again.
There's a minor issue that I'd prefer that the prior state be retained when one switches and switches back.
The more major issue is that I think "Auto Follow Replies" is a useful option for members that have selected "Special Notices Only" or "No Email" because they prefer reading messages via the "Followed Threads" tab in their Groups.io Inbox. That's the use case that makes me think it should be broken out as a stand-alone option, unaffected by Email Delivery or Message Selection.
That's assuming the necessary changes are made to the Follow/Mute affordances so that one can manage one's Followed Threads without receiving email.
Unless I've completely misunderstood.