@LuckieChick: "How do I prevent this from happening in the future?" The Star Seller metric for messages is very simplistic and binary - either you replied to (or marked as SPAM) that first message of a new incoming thread within 24 hours or you did not. Etsy is now putting a blue text warning / advisory (blue banner on desktop, and a blue dot on mobile) on those messages they consider to be a "new message" but should semantically be called a "new thread".
A controversial workaround : if the unanswered new thread is not a Help Request, at least for the time being, it appears that marking an unanswered new thread as SPAM (even after the 24 hour deadline has passed) will cause your reply percentage to change in a day or two (but not retroactively) if the original message was within the current star seller period. Note that subsequent messages from that account may go directly to the SPAM folder.
