Sometimes, when folks look at the threads on the Dope, two are right next to each other that make for an amusing combination. The various iterations of the Sequential Threads thread are just people pointing out those amusing combinations.
It’s also a sequel to a series of long-running threads, which is probably why the concept isn’t explained. I do remember earlier threads having explanations of what the threads were for.
Previous threads about sequential threads have had titles like
In Which I Create a Thread About Sequential Threads
It Came From The Crypt (Sequential Threads 2019)
Fall of the House of Sequential Threads, Part MXLVII
Summertime! And the sequential threads are easy
Deck The Halls With Sequential Threads!
Sequential threads - and the Dopers who love them
And many, many others with titles of varying degrees of cleverness and relevance. But they’re all basically the same. A poster finds two or more threads in a row in a forum whose titles juxtapose to make a little joke or inspire a clever comment.