The mailing list actions (Message -> Mailing list -> ...) open Thunderbird instead of KMail when I select to subscribe/unsubscribe via mail. KMail is set as default mail client in System Settings. It appears that these actions try to open GNOME's protocol associations or so. Reproducible: Always
it used "new KRun" so it's a problem with your config not kmail. It works fine here.
That's the problem: It shouldn't use that. It should use the same mechanism as Reply etc. That way also identities would work and KMail would use the identity one uses for mailing lists and not whatever is set as overall default.