Appreciate your feedback. The Mattermost instance at Startup School does offer threads, if you either click the "Reply" arrow when you hover over a message or go to the "[...]" menu and select "Reply".
If it wasn't easy to discover, that's 100% our fault and we'll see what we can to do make it more prominent in the tutorial and in other ways.
Definitely agree threads are crucial to go back to topics in early discussions. We've had them since 2015 and for people using them, they become kind of indispensable.
Maybe give it a try? Would love to hear your thoughts in the Mattermost feedback channel.