No, this is not possible because the e-mail is sent with the sender address of your WordPress site. So replying to that would only send a reply to that address.
Implementing such a functionality would require your mailserver be aware of special adresses like “comment-123@example.com” where “-123” is a unique ID of the comment and “example.com” the website and a script which is able to handle such replies to create a comment on the website when an email is recieved to that adress. As custom implementation made specificially for customer this is possible – but not as a WordPress plugin since WordPress can not change the behaviour of a mailserver.
