And it's such a simple option to add, too - as far as I can tell, each message in a thread is just a message in the channel, just with a "threadId" attached to it. The client's the one that hides it and makes a mess of the experience.
But what it really needs is elevating threads to something like a temporary "sub-channel". Show them on the side-bar just like channels so you don't lose messsages CONSTANTLY if you're in more than 1 active thread at a time.