It is extremely important that each question will be posted in a new thread.
1. It makes the thread structure clear. The first post is the question and it is followed by suggestions and answers.
2. Similar to malloc for the C developers, it gives the poster a place to discuss his question. Nothing else will be discussed in that thread and no one will interfere with other unrelated or related questions.
3. Questions and answers written deep inside a thread should be considered lost knowledge. No one will ever find them with the search feature. They don't have a title and the context is not clear.
4. One of the reasons of StackOverflow being so successful is its clear structure. While the forum doesn't try to be a SO clone it is good to learn from the most successful programming Q&A site.
5. Nothing bad happens when someone posts a question in the wrong place.
6. Last but not least, it is the policy in this specific forum.
I wrote the dreadful "please start a new thread..." message 5 minutes ago here:
https://www.b4x.com/android/forum/threads/how-to-make-animated-progress-bar.94002/page-2#post-595741
This is a good example of why this policy is important.
I agree that it can be good practice to post a link to the new thread. I don't think that it will ever happen as it is mostly newcomers who post in the wrong place and I don't expect them to be aware of all the nuances.