Actually, email supports threaded trees using the References: header. Every message adds the ids of all messages it's under, and it turns out that is enough information to recreate the tree structure. Text-mode email clients like pine and mutt use this.
Given my history with those programs, I'm anal about hitting reply on the precise message in a thread that I'm replying to :) That helps list archives get the tree structure right even though it's invisible over gmail. So in your place I'd have split my message into parts and attached them to the right messages in the thread :) I know, it's utterly ridiculous and irrational.