[Users] How to use the 'status' column in message list?

[Removed GDPR]

I notice that messages in a thread:

- don't always have the left arrow icon indicating a replied status

- sometimes my own replies have the arrow although the reply was sent
  to another, not to myself

Also messages which are not part of a thread sometimes have the left
arrow.

So considering these discrepancies: What does that left arrow actually
show and how can one use it correctly?
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