In my experience, I can't remember the detail of every node I post when looking at my node lists. So I have to actually open them to see the content. Only if I feel the need to view the whole context (full thread), I click that "in thread" link. Having said that, I think that it's not that urgent to put direct link to the OP of every reply on the node list. Nevertheless, I would consider such feature as "nice to have".

Update
What I would rather see is links to the both replied and OP nodes on the preview page when replying.