To elaborate on the observations further (GM to GM on same server).

If I am the originator of the message thread, then this phenomenon is observed (ie the Threading really does not being from the Root Message but starts from the subsequent message).

If I am "Not The Originator of the Thread", then the Threading is proper starting from the root message.

Though, both the root messages are through the same sendmail wrapper on the same server using the same GM installation.

TIA
Anup