How is Square able to group emailed receipts?

I setup my square account to automatically send receipts to my e-mail if I pay a Square enabled vendor with a specific card. I notice when I receive the e-mails from Square, they are grouped nicely into a single conversation.

I inspected the e-mail headers and couldn't figure out how either Square is sending the e-mail so that my e-mail client knows to group them into a single conversation or thread.

What's even more neat is that if I have multiple e-mails connected to my client, and square happens to send e-mails to 2 or more of those accounts. In the "All" view, I would see the e-mails across different accounts in a single thread.