For instance, I also prefer to reply to email and newsgroup posts inline, paragraph by paragraph (or sentence by sentence when necessary.) It is, I think, always worthwhile to provide the context and save your readers the effort of finding it.
I think increasing text cohesion is a Good Thing, but I still think that adding context via quotes in an uneditable threaded discussion context is optional. As suggested by your post, the level of cohesion and coherence can be established in several ways: by quote, summarization, or dependence on structure. :)
Coherence in Text Linguistics