Attach to thread with ^
In the main text box, typing ^ as the first character should attach the message to the latest thread as a reply, ^^ would attach to the one before it.
The attachment should happen upon typing the character, so as to prevent the a last second thread from being started just before you post your message.
Sean Ellis commented
While I applaud the sentiment, I think that this is a sticking plaster solution to the fundamental UI problems with the multi-threaded conversation view.