I got an order cancellation request, I went ahead and canceled the order and included the “message” it did not correlate correctly with a chat. Instead of sending a message to the client in the same chat, it created a new chat, and although I took care of request and replied, it counted as I have not replied to the client!
For the stats all messages have to be replied to, if this reply was through a newly created chat then the system logs that you did not reply to the original message.
You could try putting the original message in spam and wait 24hrs to see if you stats update, but I have a feeling that if the message came in through a request I am not sure you can move these to Spam, may someone else knows