Simply put, this lets you put followup e-mail where it belongs.
Every message has a Message-ID, which is unique, and the registry remembers it. When the message is moved or copied, the registry will notice this and offer the new group as a choice to the splitting strategy.
When a followup is made, usually it mentions the original message's Message-ID in the headers. The registry knows this and uses that mention to find the group where the original message lives. You only have to put a rule like this:
(setq nnimap-my-split-fancy '(| ;; split to parent: you need this (: gnus-registry-split-fancy-with-parent) ;; other rules, as an example (: spam-split) ;; default mailbox "mail")
in your fancy split setup. In addition, you may want to customize the following variables.
This is a list of symbols, so it's best to change it from the Customize interface. By default it's
(subject sender), which may work for you. It can be annoying if your mail flow is large and people don't stick to the same groups.