Forum etiquette has always been that a post is in reply to the one directly above it or is a comment not directly replying to anything else.
If you want to reply to something other than the last post, you quote it. The reply link is a quote, as are lines starting with >, like they've been for decades.
Quotelinking forums started doing things a bit differently because the links and previews make linking content easier and because some boards are too fast, but a post without a quote can still be assumed to be a reply to the post above it.
Either is fine, but people who never used forums don't recognize the traditional way.