I would add "conversation view" to the list. It's much better than threaded view, even though it's only slightly different.

I have lost emails in other clients due to the fact that I was viewing them in threaded view and the conversation was really old. They just didn't show up in the first couple of pages of emails and I missed them.

But the question wasn't meant to be about which features make GMail better. It was supposed to ask why a desktop app hasn't copied the features.