A three-step sequence used to arrive as three unrelated emails. Each one had its own subject line and no memory of the last, so by step three the recipient had a small pile of cold emails from a stranger and no way to see they were connected — and neither did their mail client, which filed each one separately instead of stacking them into a thread.
Sequences can now thread their follow-ups. Turn on Thread follow-ups in
the sequence editor and every step after the first is sent as a reply to the
one before it: the subject becomes Re: the original, the previous message is
quoted underneath the new text, and the standard In-Reply-To and References
headers are set. Gmail and Outlook collapse the whole sequence into a single
conversation, so a follow-up reads as a bump on a message the recipient has
already seen rather than another first touch.
The quote builds up the way it does in any mail client — step three shows step two, which shows step one — so the recipient can scroll back through the history without leaving their inbox. Follow-ups also keep going out from the mailbox that opened the thread, which is what makes the conversation hold together on the receiving end.
The first step is untouched: it opens the thread with its own subject line, the one you wrote. Steps after it inherit the thread's subject, so the editor shows that inherited subject rather than letting you set one that would never be used. Existing sequences are unchanged until you switch the option on.
You can see the whole thread before you commit to it — the preview panel in the sequence editor renders the steps as the conversation they will become.