Not sure what your issue is Russell. You click into a particular forum, start a thread in that forum and it stays there. Similarly if you select a thread within that forum that you want to participate in, your message stays in that thread.
UNLESS
The thread you start or message you enter are moderated because they are in the wrong place. That’s where I, or other Moderators, move the content to the proper place. This is rare - but does happen.