That is possible. Taking a look at a folder, I see that messages that are not part of conversations are sorted as expected.
The column that shows the size of the messages does not descend monotonically. It jumps all over the place with threaded conversations.
I think that the sort by size used sort by the combined size of the conversation, and not by one of the messages in the conversation.
But, wait, there is more confusion (possibly on my side). The messages in the conversation could be in different folders - such as some in Inbox, and some in Sent.
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