I missed this before (sorry). These comments still refer to one of the earlier revisions

This variable is unused because we pull threadID from the Message later, so might as well get rid of it

A common way to do this same check is:

if (!toReturn.containsKey(threadID)) {
  toReturn.put(threadID, new ArrayList<Message>());
}
toReturn.get(threadID).add(message);

The code you currently have is fine, and if you like it this way then you should leave it this way. I only mention this because you are working on GCi, so I should share my wisdom :)

Even though you can have an else with no braces, I strongly recommend against it. The problem is that a future programmer might come along and try to add to this block (maybe he is more experienced with Python than C++) and the code will not get executed where he expects it to. Moreover, there is a possibility that could get get inserted by mistake, for instance by a git merge
For a real-world example of where this resulted in a serious disaster, see this article: https://nakedsecurity.sophos.com/2014/02/24/anatomy-of-a-goto-fail-apples-ssl-bug-explained-plus-an-unofficial-patch/