DEVONthink adds some glue to Mail.app as I'm sure you're aware, for Mailbox and Message(s). The interesting thing about this is that in DEVONthink you can set up some smarts for grouping based on conversation, but I don't know if that's working with MailMate.
It isn't critical since I can see related messages inside of DEVONthink pretty easily if I needed to, but it's a convenience I would like to see. (But not something I think that should be prioritized.)