I don't think the xenForo database is set up in a way that would make this viable, it would cause additional strain on the server making more database requests on every single thread page load to get that sort of data.
On a smaller site that might not matter so much, but on a large site like this, that's something you always have to think about when making enhancements to the forum software.
I have never got on with that style of conversation tracking, be it in emails (tends to be called threading/message threads) or on forums (name for the term varies widely, though threaded is a good start) . Granted that is probably more my (and inevitably some other arsehole's) propensity for trying to colour outside the lines with formatting or not feeling the need to quote all the time and the software not being able to handle such things.
It did used to be an option here, however it appears xenforo does not care for it so it probably vanished during the move to it.