I have been having this problem for a while now and I'm not sure if it is common or not. In the default messenger app on my Oneplus Two when I hit the plus button to start a new conversation with some one and I send a new text I get one back but as a new conversation. So in the first page of the messenger app there are two conversations with the same person. When I tap on the conversation with the reply I can reply back and forth with out creating a new conversation. Sometimes this happens when I send a text form my watch or from "Ok Google". There are a couple of settings under advance in the app. Under MMS "Auto-retrieve"-"On" and SMS "SMS delivery reports"-"Off"