I have noticed that too I'm guessing it is just a straight up bug with the default messaging app. Hopefully 4.2 will have some serious updates to that app since it looks to be a bit behind!

 

I'm also having this issue. Recently one of my friends went from iPhone to S4, and now whenever he responds to a group text (with 5 people total, the other 3 use iPhones), I receive the message like I am getting a direct text, while everyone else's messages come into the group thread.

 

Android as of now doesn't support group texting like imessages. Like with anything android, there is a work around. Both Verizon and ATT have their own messaging app that you might disregard as bloatware, but they support group messaging. Handcent is 3rd party app that also allows group messaging (it is a bit spotty compared to the ATT messenger app I am now using). I understand that Key Lime Pie supports group messaging.