We can reply just by clicking on the reply button, the contact is not added and does not need to be added in the address book, it's a simple reply. The contact stay with the unknown graphical style, with the 'unknown avatar'.
This unknown contact, in the inbox, can be imported in the address book with just a click, without displaying of a new screen. A click on the 'add in the address book button' and the contact is added, that's all. This contact will have a new avatar: 'contact known'.
So: YES we can reply to unknown contacts!