I'm honestly astounded that this thread--which pops up when you google how to do this very simple thing that pretty much any other chat client will do without workarounds or dumb hassles--is still going on after 2 years.
Shame on you, Microsoft.
Biggest tech company in the world, global pandemic that makes products like this totally essential, and yet there's been zero effort made to make Teams' search functionality useful in this way. It's a big deal. I work in tech, replies matter. Entire conversations matter. Now (actually 2 years ago) is the time we need robust communication software the most. It's integrated into our work and home life. If your company uses Microsoft products, chances are you have to use Teams as well. Discord, Slack, even iPhone's message search brings up the message in context.
But hey, at least we can now chat with ourselves for drafts and things. Slack has had this feature for as long as I can remember. Great job. I'm not even sure why I bother posting this when clearly they don't care.