There are various approaches to prompting AI's & a key aspect is the prompt thread being cached or "remembered" byt the AI or not.
Depending on the context users may want each prompt to be a fresh input for the AI.
This option is likely suited to users with a good understanding of how AI's work & the impact of this setting on their results.
Whilst providing the option is fairly passive the impact on the results could be large & confuse novice users.
Providing this option heavily depends on yor context, providing this option with a default is a simple & intuitive way for users to have the option but only interact with it when they need to.
It's often defaulted to a continual thread as a common interaction with AI is via a conversational interface using natural language. Consider providing a refresh action, even if threading is wanted, having the ability to clear the history could be useful.
However some workflows may require experimentation where a non-threaded prompt history is better.