I don't believe that is correct. If you check the email source, it includes all the emails with their headers.
What email client are you using? In Gmail the only thing I see between quoted replies are blocks like:
--000000000000061f91056a2a279c
Content-Type: text/html; charset="UTF-8"
Content-Transfer-Encoding: quoted-printable
If I'm wrong and it's possible to do then by all means I'll do it though. The one approach that would work is building an InboxSDK plugin and having it forward every message in a thread automatically, because that way you'd have the header of each message. But then the security story is arguably much worse than OAuth.