Currently, Dock responds as standalone messages rather than nested threaded replies.
If you use the “Ask Dock” shortcut from a thread, Dock will analyze the message and reply in the channel (not within the thread itself). You’ll still get an answer, but it won’t appear in-line with the conversation thread.
We’re actively working on improving this, so threaded replies will be supported soon. Once live, Dock will be able to match Slack’s threaded conversation flow more naturally .