There appear to be two issues related to this.
The first is that the incoming message ID, used to initialise the messaging from jBPM, is not being stored and initialised in the relates to. Even though these are notifications they should still have this initialised.
The second issue is a general one in that it is not safe to assume that the messageID/relatesTo values are propagated any further than the immediate communication. If there are intermediate steps then these can may be overwritten, and it should be assumed that they will be. The only safe place to add correlation information is therefore within the EPR used to create the message being used as a reply.
As we do not have bi-directional gateways, this is something that needs to be managed by the application at present.
Do you have a test example of what you are trying to achieve? If so, can you send it to me and I will take a look. We should be able to get it working without fixing the relatesTo issue mentioned above.