Would it be possible to show "Start thread" even though user isn't logged in? When pressing the button the user will be prompted to either log in or register.
Those sweet, sweet conversions will not do themselves on their own ;)
Now, I am joking here obviously, but I understand what you are after, and I agree that Misago should do better job at this out of the box.
In meantime best way to go about it would be to fork and customize
frontend to your own needs.