FogBugz doesn't put the in-Reply-To: header on emails it sends out.
This breaks threading in the end user's email reader. It should be trivial to track the Message-ID of incoming case email and use the id for the In-Reply-To: header when making the reply.
In this way and end user has a correctly functioning threaded email view in their mail reader.
Presently the fogbugz emails are all "new" messages, with no thread history. A user should not need to go to a fogbugz interface on the web or elsewhere to carry on a discussion about a case when they have a fine (and familiar to them) email program sitting in front of them:-)
Cheers, - Cameron