Group by subject in iOS Mail app
Mail on iOS, like on OS X, uses multiple factors to determine whether two or more emails are part of a thread. By not relying solely on the subject, Mail is able to keep a thread together even when other email programs/servers modify the subject (for example, adding "RE:"). This is seen by Apple as a feature and is not able to be modified.

Enabling Organise by Thread is the best you can do. If the emails still don't group together, then Mail is determining that the emails are not part of the same thread and this can't be changed.