It's possible, but is only done in certain instances. When threads are merged, the posts are put in date order regardless of which thread they were originally in. So, if you merge multiple threads which have accumulated many responses each over the course of any reasonable amount of time, you're going to have a lot of what appear to be disjointed and fragmented responses that don't have a natural flow.
The recommended course of action is to search before you post a new thread. If you find an already existing topic that covers what you want to say, add to that instead of starting a new one.
