I suspect the ping reply from R2 is 10.10.10.1 because it's the "closest" (router) host's interface IP to the (R3) destination (even though it was a 10.10.20.x IP that received the ping request).

I'm not 100% sure, but if you also telnet to R2's R4 side interface IP from R3, you might find the reply packets also coming from R2's R3 side interface IP.

Since R3 as a host is multi-homed, unsure there's any IP requirement that requires the host to respond from the interface that received a packet when another host interface appears to be a better path to the destination.