Are you talking about something like Mailing list mode: get rid of long prefixes - #9 by traut here? That has been posted as a top level reply so will be threaded below the original message.
In the web interface you can choose whether to reply to the topic (the blue Reply button at the bottom) or to an individual message (the Reply button on the message) and that affects how it threads judging by the chef discourse instance that I am subscribed to in mailing list mode.
I’m not sure how that works when replying via email. I would have assumed it would be treated as a message level reply but maybe it is treated as a topic level reply?