After one of my customers sent me a direct message and a help request with the same copy and pasted message, I solved the query by responding to the direct message within a few hours. However as I didn’t respond to the duplicate message in the help request, I’ve been penalised despite solving my clients issue promptly directly with her.
Etsy's concern is that we answer all initial messages--not that the issue was actually solved. They know they can't control if the issue was worked out or not but they can attempt to control whether sellers respond.
If you want the Star Seller make sure to answer all initial messages. In the future if there is one that no longer needs a response write something like "See my reply in the other message". Or copy/paste what you said in the first and say it again in the other message.
@EmberLuxuryCandleCo: Almost everyone on this forum can sympathize with you but as it says right on your Star Seller page, you need to reply to the FIRST message of EVERY NEW INCOMING THREAD within 24 hours. It does not matter who sent it, the subject matter, if it is a duplicate or blank or anything else. If it is SPAM then it should be marked as such.
Help Requests always start a new thread because they also start the clock ticking on a potential claim. 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".