this - Discord's approach of allowing you to reply, but having the message show up in the regular conversation flow keeps the feel of an actual conversation.
You are assuming that the traffic is low enough that "a single conversation flow" is happening, or (like in your example) that multiple people reply to a single post.
If you have enough people talking past each other, even with the reply feature, it becomes a huge mess. Having a way to only show the messages that are replying to you while you troubleshoot a specific issue is what a thread view enables.
Screenshot of a reply: https://support.discord.com/hc/article_attachments/360099599... (from https://support.discord.com/hc/en-us/articles/360057382374-R...)