The feature request has been made... in fact it's been made multiple times and been deleted at least once https://support.discord.com/hc/en-us/community/posts/3600317...
Slack handles this well, even at the free tier, with threads having a separate type of notification. In fact I'm on two communities that use slack... the limits on free slack (10,000 messages mainly) can be a feature for communities, hiding past messages.
I'd gladly pay for threads in discord. It gets even worse with private channels. Want to discuss something between three folks on a discord server that don't have a shared role without adding another channel to someone's list?
As it stands, this requires knowing someone's username on discord (not what they are called on the server) to add permissions then navigating to edit a channel's permissions, and setting two permissions for each discord user name so they can read and writ. Alternatively, you can do it with the creation of a new role and channel and adding that role to folks, which is annoying if you use roles for communicating anything other than permission levels. And that's if you have the permissions to do that. On Slack you can let anybody thread a conversation.
It's annoying, even as as discord owner. I've been contemplating writing a bot to handle it, but frankly it should be built in. And so should message threads.