I have set up my account yesterday. When I send an email via Hubspot, it works well. When the recipient sends an email back, I don't receive it on Hubspot (in my email provider inbox I do).
Just to clarify, are you referring to email sent from your contact record?
If so, you may want to check this article out: Log email replies in the CRM (specifically the section about - Replies to emails sent using a connected inbox). There are a couple of criteria required for replies to emails to be logged automatically. Could you go through it and see if these requirements have been met?