How to make Exchange 2010 use In-Reply-To and References headers as well as Thread-Index?
Solution 1:
Sadly, there's no way to do this at present. Exchange, not OWA, generates the thread indices, so there's no way to do #1. The parameters that Exchange looks at aren't adjustable, so you can't do #2. This has bitten me many times, as threading gets broken for mailing lists generated by Google Groups, Yahoo Groups, et al.
Solution 2:
A possible explanation is that your Exchange 2003 installation had this hot fix installed. I have yet to discover if such a fix exists for Exchange 2010.