gnus-build-sparse-threads

gnus-build-sparse-threads is a variable defined in `gnus-sum.el'.
Its value is

nil

Documentation:
*If non-nil, fill in the gaps in threads.
If `some', only fill in the gaps that are needed to tie loose threads
together. If `more', fill in all leaf nodes that Gnus can find. If
non-nil and non-`some', fill in all gaps that Gnus manages to guess.

You can customize this variable.