In my site options, I have the "Use 'Email Notification' by default?" option selected, so I should automatically be subscribed to threads that I reply to. However, often when I do reply to a thread, I'm not having my subscription added (I can tell this both through my 'site subscriptions' page and also by the line that says 'receive updates (subscribe) to this thread' after the last post.

Again, it happened when I started this thread!