It is silly; but unfortunately, it's not as easy to work around as you'd like. It is simple to have the address pote @ lists.g-b.dk work (and in fact, you can have this automatically added when you create the list), but it's not so easy to trick mailman into displaying this address - we're still looking for a more elegant way to do things without having to have a unique installation of Mailman per-account.
This has been discussed a bit in the past on the forum, so you might search around.
 The reason we need to do this is to allow unique namespaces for each domain; so you could have email@example.com and also firstname.lastname@example.org. Mailman doesn't have a way to do virtual hosting easily (the new Mailman has some virtual hosting support, but what this allows you to do is slightly different than what we're trying to do).