They should have the same subject as the original, or better yet, be displayed as “Re: [the original message subject]”, but they ust show No Subject
If you are having this problem here is the Fix for the issues till SE release the FIX in the next version 4.8.7 No expected Release date
In file “/application/modules/Messages/Model/Conversation.php”, replace this code:
'title' => '', //$title,
with this code:
'title' => $title,
This should have fixed the problem, SE are unsure how the $title was comment out but assure users it will be fixed in the next release.