When a new email arrives on an email thread (conversation) that you have already added to one of your lists it will appear in your Inbox (because of the new message on the thread) and will include a tag saying which list it is in. You can just 'Archive' it as it is already inn one of your lists. (Don't drag it, as you fill create a new task)
If you would prefer not to see the message (on existing thread) when it arrives in your inbox (for threads already converted into tasks), you can change a setting under Settings->Advanced->"Don't show email on Tasks in the Inbox"-> On.
"Settings" is the inverted slider icon on the top right.