Yesterday I found Interstellar which has this feature. I assume mainly because it is not only a Lemmy app, but also a PieFed one, which has this feature in the reference frontend (AFAIK).
Are there other Lemmy apps or frontends that support thread merging?
It’s such a great feature in Interstellar. I really wish Voyager would implement it, because the rest of the app is a lot more mature.