A thread going down a single layer makes total sense to me. Not the engineer in me, maybe, but the human. The human who is well trained to, in a large gathering like a party or an office, pull one or two people aside to have a semi-private conversation. Others will drift in or out as they like, but would you usually join one of those mini-conversations then pull one of the participants aside for an even mini-er conversation within that small group? No and I don't ever feel the need in slack either... If you and someone realize that you want to talk about something just move to PMs or make another thread at the top level and ping the person.