Just to clarify, currently, a given channel may be configured with or without threads enabled.
When threads are not enabled, replying to a message creates a new message in the channel with a reply indicator.
When threads are enabled, all replies are threads.
I understand there still may be a case where supporting both within the same channel could be helpful, but the decision to make this a channel setting was made based on similar observations to this one:
(Sub)Communities that prefer threads can turn the setting on. Those that do not can leave it off.