Exim is seeing just the local part of the addresses when it processes aliases.

I don't know how RedHat is packaging Mailman--assuming that's how you installed Mailman.

I installed exim from rpm and built mailman from source.

I think there should probably be something like domains = +mailman_domains as a condition in the router.

I think that's the culprit --

These two docs differ on how to setup the Exim router

http://www.exim.org/howto/mailman21.html

http://www.gnu.org/software/mailman/mailman-install/node21.html

And they differ by the domains = definition you quote above. The Exim docs have it, the mailman docs don't.