In group channels, if someone enters a message via "Type a new message" area (instead of replying to an existing thread) Teams will ask if they are sure they wish to create a new thread. (Of course the usual options in the prompt to disable asking again in the future.)
I would also change the "Type a new message" to "Start a new thread"
Perhaps replace the "Reply" button with a "Type a response" box.
Sean Ellis commented
The real problem here is that the channel system looks very much like every other chat system, but works differently. The text box at the bottom usually continues a conversation, but in Teams in starts a new thread. This is setting up the user to fail, and there is no way to consolidate threads when they do.
The channel messaging needs to be reworked to conform to user expectations.
The analogy I have used before is if MS made a car with the brake and accelerator pedals swapped. The solution is not to put bigger notices on the dashboard saying "Brake on the right!"; it's to swap them back so that it works like every other car in the world.