I'd assume that'd be handled by a client, right? Not a new NIP I'd assume
Not a coder but I'd think the logic is either:
A:
UserA posts Note0, posts Note1 as a reply to Note0, posts Note2 as a reply to Note1, etc. Client presents this as a chain/thread.
B:
UserA posts Note0, posts Note1 as a reply to Note0, posts Note2 as a reply to Note0, etc. Client presents this as a chain/thread.
I'd assume A makes more UX sense.