In the profile settings, could the "parent messages per page" perhaps be changed to "total messages per page"? As an example, a user enters "100" as the number of messages per page, and if the user views pages in "expanded view" it would display 100 messages total including parent and child messages, but if they use "collapsed view", it would display 100 parent messages.
In the current setup, it works fine in collapsed mode, but then there's no consistency in the expanded mode, ie. there could be any number of messages displayed depending on how many responses there were to the parent's.