I have found a bug in the mailman settings using the default xen debian images and this might exist in the other images as well.
The default setup does not change the url to the correct one.
You can configure your mailing list at the following web page:
The web page for users of your mailing list is:
So the new xen domain is never set and unless the user is notified or they get complaints they will never know.
The script should change the default url to the new url and send the correct email to root.