With the Move to a new conversation rule action, you can now transfer the latest message to a new conversation. For example, you can choose to automatically split form submissions into separate conversations. This rule action gives you more control over when a message should be split off from a conversation without having to change the threading mode for the whole channel.
 

Learn more in these help center articles:

• Move message to new conversation rule action
• Move messages to new conversations when recipients change using Smart Rules