It's technically difficult to do well (which the last software didn't bother with). The technical challenge is that there are several million posts and then grouping them by threads is a join that is very expensive for the server.
The last site just joined, but if we group by topics we'll do something much more complex like denormalize all the data to a new table. Thing is, users really need both views. The last site also had a posts by member search that was not grouped and that is useful to find a member's latest posts (e.g. if you only have grouped by topic you can't tell when they last posted easily).
So while I agree with everyone the best solution is not going to be easy or come right away. One easy solution would be to add the "view replies" ajax to the my posts page. Then you could see the latest replies to your posts. But that still wouldn't necessarily sort the list by it so it's not that great either.
Edit: in the mean time, tagging all topics you reply to is a way to get a grid with what you want.