If a follow-up message doesn't quote earlier text, and it isn't specifically addressed to anyone, then is there any way in these threads to tell which message it's in reply to? Nine time out of ten it's obvious (or doesn't matter), but in long and complicated threads it might get confusing.

Am I missing something obvious?
No, you're not (missing anything). If it's important, then use the "quote" feature. If you want to quote from many posts in the thread, then my advice is to open another window and use that as the source for your cutting and pasting. You can indicate it's a quote by typing {quote} and {/quote} on either side -- but use square brackets instead of the curly ones.

Usually, the only issue is that peole post while you are, so it looks like you're replying to the wrong person.
Students: We have free audio pronunciation exercises.
I see. Thanks for your help!
Mais, non, monsiuer! We thank YOU for your participation.