When I am replying into a growing thread of emails, I usually leave it in my INBOX until it develops to some conclusion, and then I like to archive as whole. It is silly to collect the whole thread from two folders (INBOX or any other else, where the thread is filtered to) and Sent.

Both Evolution and Thunderbird (and I am sure, mutt could be coerced to do the same) have an option named like in %subj% (resp. Account Settings/Copies & Folders/Place copies in/Place replies in the folder of the message being replied to for Thunderbird).