If you have a filter configured I suspect you won't see your message until someone replies to it.
Yes, I've a filter for CentOS list, but is a simple rule which move the CentOS' messages from main folder to another. There is not problem here.
Alternatively, have you checked to make sure Gmail's not flagging messages from centos@centos.org as Spam ? Not that you'll see this message if that's the case. :)
I recieve all the CentOS mail list messages fine and, moreover, I've seen several messages in the list from @gmail.com domain.