The Lemmy devs recently stated that this is a client problem, and that they don't plan to change that
In lemmy-ui we’ve chosen to link the posts at the top rather than combine comment threads.
https://lemmy.dbzer0.com/post/46984024/19528869
IMO it's a shame, because having the consolidated view is just much better to initiate conversations, but at least Piefed offers that options.
Or is Lemmy old hat now and we should all move to piefed?
A few instances popped recently, so there's definitely some traction towards that. Also the 1.0 version was just announced on !piefed_meta@piefed.social .