Then I should file a bug/feature request for Roundup.
Please consider what you are asking for. How precisely should roundup set the In-reply-to header? It won't know what message this is a reply to, or whether it is a reply at all.
How are others keeping track? Whenever I open an issue after analyzing the email message, I find that it salready discussed and state is changed, I had missed the further emails on the same issue due to non-threads.
My email tool has better threading than yours, I guess. IceDove (Thunderbird) will thread the messages by subject also. The non-threaded ones get displayed on the second level, appearing in reply to the original message (or, rather, the youngest message with the same subject - just as if the message mentioned in In-Reply-To has already been deleted). Regards, Martin