Threaded Comments and Replies feature was enabled manually.
This features has also been introduced on public profiles which are having a huge fan following. Replies are shown below the comments, so it's clear who's responding to which comment. The most active conversations are shown at the top, and comments marked as spam are moved to the bottom.
Today when you log on to your fan page or the brand page you will observe a notification panel that will introduce this new feature to you. All you have to do is to click on Turn On Replies highlighted in blue.
You can also enable this feature by heading towards the top of your Page, click Edit Page , Go to Manage Permissions and check Replies.
People who visit your Page will have the option to reply on posts that were created after you turned on replies.
This features lets you respond to people who have commented on your Page. You can reply to a specific comment by clicking reply under someone else's comment.
The most commented or liked posts will have this feature and people who are added to your friends lists will be pulled over to the top where as those marked spam will be rolled down eventually.
As of now it is an optional feature which as per sources will be enabled by default in July 2013 for all the fan pages and public profiles having ten thousand plus fans.
For More Info on the Same Visit Facebook Help Page.