niloc Would it mess up the database?
That doesn't sound like a con. If implemented correctly, there's no reason the database has to be a mess.
If we don't talk about the technical side, I think the most important thing is to consider how you want users to browse the content, and whether you need a way to deep-link any post. Facebook/Disqus show sub-comments under the original comment, while Slack shows them in a separate panel. There are probably other approaches as well.
Whichever approach you choose, it can very likely be implemented in Flarum. In fact there used to be an extension that did it but I never tried it out myself.
Facebook is probably one of the extreme because not only they have sub-comments, they also only show a selection of comments by default. If they didn't filter some comments out, you would probably click a lot of "load more" button.
Personally I think it highly depends on the content you will be discussing on the forum. On a forum like this one here, our guidelines say that one discussion should be for one topic only, so starting new threads is done by starting new discussions. If you're using Flarum for blog comments or as some sort of chat room then it might make more sense.
Moderation in sub-treads will probably be more difficult than with clear, separate discussions.