I completely agree with you. As I hypothesized above, macOS and iOS work differently with iMessages. macOS uses iCloud, while iOS uses iCloud OR phone number. Therefore, it makes sense to combine all threads on macOS, but on iOS keep the separate as you may want to have one thread with your iCloud and one thread with your phone number in exactly the scenario you outlined above.
I disagree. Only because you come up with one scenario where this makes sense, doesn't mean you have a case.
You explain why initially many years ago it was set-up this way but this doesn't hold today. Secret/private messaging between different devices? That's really stretching an argument. Although true that this might hold for some people, I highly doubt that a majority of
People me included find this in any way useful.
The typical case I'd argue is that one person has his Mac iPhone and perhaps an iPad but those are not necessarily devices you share where particular secrecy is required.
While again your scenario describes the current state, I'm arguing for a different approach. Link all your numbers and emails to one Apple ID which becomes your unique account identifier where all your conversations go to regardless of someone sending a message to a phone number or email. You define across all your devices what you would like to share when you send messages, either email or your number.
I'm not doubting your scenarios I just doubt that it would apply to a majority of people. The average Joe would benefit from simplicity and I can tell you my 70 year old mother finds it very confusing.