My name is Vijay and I am Senior Product Manager on the Conversations Inbox team. Thank you all for the feedback. We agree that the behaviour while managing tickets in CRM Tickets & Conversations Inbox is inconsistent today. This is a big focus for my team this year and we some big updates planned that should resolve the issues that you pointed out.
I would love to get your feedback on this once we have this in beta some time later this year. I will keep this thread updated with the latest.