Messaging Gateway is most likely not configured to offer TLS for inbound SMTP connections.
The encryption service provider requires that replies to Content Encryption secured messages be delivered with TLS encryption but Messaging Gateway has not be configured to offer TLS encryption for inbound mail.
This issue may be addressed by configuring Messaging Gateway to offer TLS encryption for Inbound mail traffic.
Please see About Certificates and Assigning an MTA TLS certificate to a Scanner for detail on setting up TLS certificates and configuring TLS security for Messaging Gateway.