I had an issue where I forwarded an e-mail with a private message from a shared inbox thread to someone who doesn't have access to that inbox, using a not-shared e-mail address; the e-mail was added to that thread for everyone to see.
I expected this e-mail to be an off-thread standard e-mail. I think the current behaviour is counter-intuitive and should come with a warning and/or an option to dissociate.