I have posted an issue on Google's code website requesting a group messaging feature on Android. To sum it up, I am requesting that Google add a Group MMS and "Reply to All" feature in AOSP so that all group messages will stay in the same thread. In order for this feature to be added to Android, the issue needs to be "Star"ed until it gains enough attention from the official Android OS team. If you want to see this feature baked into Android, please follow these steps
Step 1) Go to code.google.com/p/android/issues and search for Issue 24468 (cannot post link on XDA yet)
2) Sign in to your Google account (top right corner) if not already signed in.
3) Click on the small star next to Issue 24468, and it basically acts as an upvote. Feel free to add any comments or suggestions as well.
If you do not want to receive email updates when people comment on this issue, you can click on Profile (top right corner), click on the settings tab, scroll down to the section labeled "Issue Tracker", and deselect "If I starred the issue" and then scroll to the bottom and click Save Preferences button.
With your help, this feature which is already native in iOS and BB, can finally make it to all Android devices!