When an ongoing conversation is happening, if I am not at my computer to see the alert I will miss it, and even if I am at the computer, it’s almost impossible to find, because it’s buried.
In conversation mode, the new message is always at the bottom. It is a problem if you receive an email that to a conversation that is already highlighted, as it is easy to miss. They really need to fix this. A workaround is to go to menu/tools/settings/mail/read and select “Show conversations in reading pane only”. That way, conversations will not be grouped together in the message pane, but are in the reading pane. This makes new messages easier to see.