Why don't android 4.4 SMS apps put each copy of a multi-recipient SMS in the right conversation?

I recently upgraded from Android 2.3.4 to 4.4.4. In my old Sony Messaging app, sending an SMS (not MMS) to multiple recipients would result in a copy of my message appearing in each recipient's conversation thread. This was sensible and intuitive, because my original message was shown with each person's reply. Conversations would look something like this:

I send "Where are you?" to Alice, Bob, Joe.
Conversation 1:  Me: "Where are you?" Alice: "I'm at home."
Conversation 2:  Me: "Where are you?" Bob: "I'm at the store."
Conversation 3:  Me: "Where are you?" Joe: "I'm at work."

In all the Android 4.4.4 SMS apps I've tried, the behavior is quite different: I was surprised to find all copies of my multi-recipient SMS lumped together into a single (new) conversation thread, while the individual recipient conversations had no copy of the message I sent. This makes reading the conversations really odd, because there is no indication of what people are replying to. Something like this:

I send "Where are you?" to Alice, Bob, Joe.
Conversation 1:  Alice: "I'm at home."
Conversation 2:  Bob: "I'm at the store."
Conversation 3:  Joe: "I'm at work."
Conversation 4:  Me: "Where are you?" Me: "Where are you?" Me: "Where are you?"

I see this same behavior regardless of whether I'm viewing my phone's messages with the Cyanogenmod Messaging app, Chomp, or 8sms. Textra is especially interesting: it correctly grouped my outgoing messages with each person's reply (the intuitive approach that I remember from Android 2.3.4), but when I had it re-sync with the system SMS database, all copies of my outgoing messages were moved into a single stand-alone conversation, just like the other apps had shown them. Perhaps Textra was temporarily able to group my messages properly only because I had used it to send those messages in the first place?

What causes this madness? Is there some kind of bug or limitation in Android 4.4.4's SMS database or API that causes this odd behavior?