Maybe you're both being directed by the mothership.

Not that odd.  There are two ways to thread messages.  One is to use
the "References" header.  That's the most reliable and effective way.
Whenever you follow up to someone's post, your news client
automatically includes a "References" header that tells everyone's
client what other messages are related to yours.  If you look at this
post and enable "show headers" in your news reader, you will see the
references header.  Each entry represents a message in the thread and
is a unique identifier for that message.

THe other way is more ... approximate.  It is probably a setting.  It
looks at subjects and, if they're the same, assumes that they're
probably part of the same discussion, just somehow the data got lost.
This can be helpful if, say, someone has a habit of creating an entirely
new message rather than using the followup command.