As expected, when an instance attempts to respond to a Note with a larger audience than the note replied to, Mastodon will silently drop it from processing.
I don't actually know if this is codified anywhere in #ActivityPub or #ActivityStreams spec, but looking into it now. 💪
Edit: Might be it actually is processed, but doesn't link up to the more-restrictive parent. Also good I think. Not quite sure how I'd handle this in #nodebb ...