@SashleeCeramics: Ever since an update to Messaging (in reaction to shop's complaints about Star Seller) quite some time ago a default Message thread from an account was created and that is what is attached to orders from that account. Help Requests are always a separate thread, probably so they do not get buried as in many cases they are important since they also start the clock ticking on a potential case. Help requests are also not always order specific so there may be the issue of deciding which order to attach it to.
