Sent messages do not appear in mail threads

In most emails, when you have a mail thread/conversation, you get to see everything you received and sent grouped in that thread. However, the messages I send do not appear in these groups and this is quite a nuisance. I moved to Thunderbird recently. Overall, I'm enjoying it very much. But the lack of this feature both on the PC (I'm using Fedora Workstation 45, with Thunderbird 160.0 flatpak) and the Google Play Android version is something that can be very annoying or make the threads hard to follow. I've read somewhere that this happens because these mails can only be grouped within the same folder. I wish that feature was improved, and that those mail conversations/threads would show everything I received and wrote, in chronological order.