Hey Manuel, thank you for taking time to register and chime in ;)
The threaded view request comes up once in a while, and I've spent quite some time discussing this feature, and the answer is no. There won't be threaded mode in the Misago.
To put this short, forum threads and posts are different beast to submissions and comments from social media sites. On forums, the posts are the content, and it makes sense to to present them in a way that sort of forces your users to see most of them (or at least first and last page of thread). On social media the comments are here to build user engagement within the posted story/submission... and nothing more. That question from your screenshot about needing anything to use proPhoto 4? The answer to it will be gone pretty much immediately, discovered only by few users to cared enough about original submission to skim the original content, and then lost in the archives of social site, pushed by newer comments and then impossible to find even by discussion's participant. I remember reading some extensive response from cancer researcher under the "cancer cure!" post on one of science trivia pages on FB. This response was impossible to find even next day, because it was already buried in 3000 new comments. If this was to happen on internet forum, I would be able to find it via search or skimming posts history on author's profile.
Jeff Atwood provides some additional content on the matter. And if you are looking for more food for tough, consider that originally internet forum softwares were all about threaded discussions. The vBulletin 1 had it. The UBB Threads had it. Some other nascent forum softwares from the era had those. And users demanded those to go away and absolutely hated them. I've hated them too. And I hate them to this day ;)