>> Somehow the reply becomes its own thread with no other messages belonging to
it.

> Seems to be working okay for me (using Opera).

Answer that occurs to me today is that the poster has "block referrer" option
enabled in some software he is using. I'd think that should cause a threading
problem for message forums in general, and not just this one specifically. 

For post of this message, I've experimentally toggled on a widget that shipped
with my browser (KM) to "block referer"; so satisfaction of theory would be
that this message lands as an unthreaded orphan somewhere.