I just sent out another mailing using this specific installed instance of PowerMessenger. This instance did the same again. Every individual mailing got its distinct send receipt. I was also careful, before doing the send, to create a completely fresh email address to use as the "Send" email for the mailing.
I did, however, do a different mailing on my different installed instance of PM and that did not replicate this issue.
Is there any other reason, apart from the gmail one you mentioned (which I figured might also affect Yahoo) that this might be happening?