The problem is that it is a reply (not an independent message that just happens to quote a different post), it’s just not obvious which post it is a reply to. Check this other post of mine for example: Null terminated array of strings from C function - #6 by castholm
This is what that post looks like on my end (I double checked in an incognito tab and it looks the same there as an unauthenticated visitor as well):
There’s no indication which post this is a follow up to (if any at all). But, if I edit it
I can see that it was a reply to tgirod. But this information is only visible to me, and only when editing, and it doesn’t even tell me which post specifically.
I do see an arrow pointing to a user name on some different posts, but not all. It seems to me like the “expand” arrow is only visible if the post isn’t a reply to the post immediately before it, but I can’t know for sure what the exact mechanics are. Maybe this is an intentional quirk of Discourse, but the behavior is not obvious at all and it makes the conversation more difficult to follow.