You could rename the grey “Reply” button as “Reply to user” and the blue one as “Reply to thread”. Unfortunately, this is not directly possible in the admin backend, so you’d need a CSS hack with text:after (hope that works, didn’t test).
The admin backend includes an extensive set of settings to adapt the site’s text under “Admin → Customize → Text content”, but unfortunately both reply buttons are governed by the same text key js.topic.reply.title.
But I can well imagine the Discourse developers would introduce two separate text keys for the grey and blue reply buttons, if you ask. It’s a reasonable feature and I have wished for it in the past myself.
In the meantime, whenever somebody uses the wrong reply button you can correct their action as an admin user as discussed in this thread:
This – the semi-flat thread model – is one of the core features and innovations in Discourse. There are no settings to configure this and I propose you better get “used to it”. Once forum users get all used to this thread model, it’s really the better one: instead of a confusing 7-10 levels of indentation, the thread is one linear flow, just as a verbal discussion. Once people start making heavy use of the “quote” feature to reply to multiple posts at once, they “got it”.