Long-running TV shows should absolutely have their own threads - there are far too many people who are seasons behind for you to start talking about Skeevie being in prison and Uncle Louie getting shot by Annie and the like. I remember waiting till the end of Sopranos and knowing full well what happened with a few of the major characters because the radio dicks would just blurt the plot lines out in the middle of a conversation. Annoying.
GIRLS is probably new enough that it doesn't really need a thread. I guess. And since the plot lines are... uh... not exactly revelatory, I dunno. Whatever.