Because I do not have the time, attention span or wish to bookmark your comments page and come back to it repeatedly, just to see if someone has replied to a comment I made. And I do not wish to go trawling through every comment that occurs under your post to see if someone has said "@37 I have important information which could change your mind."
And so I need to see threads, so that I can tell which comments are replies to which other comments, and thus are part of a coherent conversations.
And I need to be emailed if someone replies to my comment, so that a fruitful conversation can take place.
I do not see why either of these pieces of functionality are in any way surprising or outlandish.
I really can't see how you can expect to have useful comments without them.
And if you didn't want that, why do you have comments at all?