We rely heavily on the Sync Thread feature with the Slack integration - you post a message in a channel and the link preview shows an option to "Sync Thread" which syncs all messages in the thread to the comments in Jira.
I've noticed that the feature is sporadic - all the messages have the same formats to meet the integration requirement (add the link to the first message), but some don't show up with the Sync Thread option in the link preview.
Example from the same user where it worked:
Example from the same user where it did not: