Hi Double-A,  You suggested,
" If Outlook can't find the original post in your thread,
  because it's been already deleted, 
  it won't display any of the posts in that thread, 
  not even the current day's posts. ".

I just fired up Outlook 6.0 and downloaded 
  Sci.Physics'  500 most recent posts.
  ( Over a day's worth )

I could see my messages
  even when it was in a very old thread.

Perhaps you're killing whole threads or something ?

I always use a collapsed-threaded view these days,
  with only unread messages showing most of the time.
  That allows me to quickly mark entire threads as read.

If you switch to 40tude Dialog,
  ( http://www.40tude.com/dialog/ )
  I could help you learn how to use it.