I'm not sure if anyone has noticed this, but here's what happens:
I have set threaded comments to upto level 5 to be displayed on the blog.
After level 5, the user can no longer reply to the comments as the reply button is greyed out.
However, WordPress admin allows you to reply to this comment and at times I have replied from there past the five levels.
Now, the display of threaded comments is all wrong on the blog. These get displayed to the very end of the comments list and new comments are added above them, making it rather confusing for anyone reading the comments.
Additionally, people can continue to add replies to them and these aren't threaded.