Yeah, it took some time for me to get used to this setup as well. I like it now. Given the choice of seeing just direct replies or updates on subscribed threads. I prefer updates on threads.
The forum is set up so different from the DP that notifications about replies wouldn't work anyway. On the DP, whenever you reply its directly to another user's comment. Here, you just post in a thread. Often times you click the quote bracket, but not always. Threads go very differently here than DP. Over there conversations don't continue unless on a particular comment string. Here one comment can switch the focus of an entire thread.