A bit of history (that I hope I'm getting right):
Way back in the day, the board had a limit to the number of posts in a thread. Because of this, Gygax Q&A threads would be locked and saved when they got close to that limit. This is why Gygax threads are numbered. When the board was upgraded, the limit was removed, and people just continued the same thread for a very long time.
Now, whether this is good or bad is a matter of oppinion. Personally, I think it's good for a number of reasons. First, Gary is a popular fellow. If every independent question went into it's own thread, I'm pretty sure they would take over the General board. Second, Gygax Q&A seems to go in spurts. It'll die off for a while, then have a lot of posts over a couple of days. Keeping one thread for his Q&A stuff makes it really easy for him (or anyone reading it) to subscribe to one thread, and respond to it when there's activity (or, when he's not busy). Third, Gary is allowed to post in other threads. On occasion, he will start up or get involved in other discussions. The long threads that I believe you're talking about are just the Q&A threads.
Fourth, you should probably know that the Gygax threads are not the biggest threads here (altough the probably would be in combined). This is longer, but still enjoyed by many:
http://www.enworld.org/showthread.php?p=3775979