Because, in Slack for example, the post new top-level message box is right there! The most prominent affordable for replying results in it appearing at the top-level.
If the 'Message #whatever' input was hidden behind '+ New post' then there would be a much clearer push into threads. In my experience (and my own doing) threads are more likely to be used if there's other conversation happening too, or another unrelated message has already followed; otherwise if it's quiet people are quite likely to reply at top-level and I don't think anyone can blame them.
(I don't even really have a problem with it personally, as long as someone doesn't then reply in thread ignoring the top-level discussion about it, which does confuse things.)
If the 'Message #whatever' input was hidden behind '+ New post' then there would be a much clearer push into threads. In my experience (and my own doing) threads are more likely to be used if there's other conversation happening too, or another unrelated message has already followed; otherwise if it's quiet people are quite likely to reply at top-level and I don't think anyone can blame them.
(I don't even really have a problem with it personally, as long as someone doesn't then reply in thread ignoring the top-level discussion about it, which does confuse things.)