The feature request https://bugzilla.mozilla.org/show_bug.cgi?id=36024 seems to date from 2000, so I don't think it's being taken at all seriously.
This feature would be at its most useful for the OP's use case as described: when a reply to a message has been written with an MUA which does not preserve the data needed for threading (eg In-Reply-To and References).
If you could drag and drop such messages onto the thread where they belong, that would fix the problem. The process would need to add the headers necessary to preserve the message's new position, and perhaps rename any headers that would interfere with that to X- variants.
- Yes, of course it could be used to move messages with the "wrong" Subject header into seemingly unrelated threads, but I submit that that is a minority use case.
- Yes, of course badly-educated users need better training, and badly-written MUAs need to be defended against, but that's a different problem, and not a battle that the individual can win overnight.
P