An example of threaded titling
 

I suspect that the title for replies will be that of the thread by default, but it is there for people who view in threaded mode rather than in flat mode. If you want your thread to stand out for those people you can give a unique title.

Edit: A quick test shows I am half right - the default title is actually the beginning of your post (and shows up as an italicised title in threaded mode). However, if you enter one yourself, it is adopted as the title instead (and shows up as a plain text title in threaded mode).