Actually, I can see the pingback. Like @Goalkeeper said — it’s underneath the original post. Not exactly where one would look to find a continuation link, but I guess that’s just the way Discourse(?) works, and is something that can’t be changed.
I created my own thread to test it, and having done so, went to delete it, but the system won’t let me. I flagged it for moderator attention/deletion but I’m not sure how long it will take to be noticed (with just one flag).
Whilst doing that test I did notice that I can click “Share a Link” under a specific message and there is an option “+ New Topic” which seems likely to be able to create a new thread that starts with the text “Continuing the discussion from …”. I was going to test it but didn’t want to have two test posts visible at the same time. I’m sure someone would complain and fire and brimstone would come raining down.
I’m not sure if a pingback is created, or where it is located, if this latter approach is used (i.e. I don’t know if it is treated just like any other link, or differently).