Personally I cannot stand threaded messaging - maybe it’s the IRC user in me, but I cannot stand having new messages randomly pop up at random points instead of at the bottom. If you have a discussion that is longer term or needs a separate context then spin it off to a different/new channel, otherwise I’ll spend forever searching for it again anyway.
This is an UX problem. There's supposed to be a list of threads so that you can find the one you're looking for easily. A thread is essentially a lite channel which shares all of the members of the original channel automatically.
Mattermost has both! Messages always appear in sequence. Replies in a thread are visually identified as reply including the thread it is part of. This way you can do both grouping of discussions and follow the discussions from higher over.