I think I know what you are saying so here is one reason why.
when you look at post there are reply links on the bottom of each post.
when you click on the reply button, it is for the post that you click on the link for.
example - 20 posts are in a thread.
you read my post atnumber 15 and click on the reply link on my post number 15.
You are now replying to my post number 15, not to the thread.
If you want to post to the thread, you would go to the bottom of the page and use the last post's reply link.
Does this make sense?