Each published object is stamped with a "TargetAddress" When sending mail to these GAL objects it simply sends SMTP mail messages. between the sites. Out of office messages are sent and received via SMTP by the exchange servers.
If you are not receiving Out of Office messages at one or more sites it would be best to verify the tracking logs on the Exchange servers, and any SMTP relay servers in between. Some mail filters doing sender validation may reject out of office messages with an SMTP "550 empty envelope senders not allowed" Error