Not out-of-the-box with this software, that would be useful though. I can understand why it doesn’t exist, because normally forum communities are built from the ground-up with Discourse (where there’s no need for batch-subscribing to many threads) instead of being migrated. Actually the old Drupal forum didn’t have any concept of subscriptions and that entire subsystem was something that I had to cobble together, so it would be impossible for the Drupal → Discourse importer script to know how to work with a one-off system like that.
Do notice though that if somebody replies directly to you in an old thread even if its notifications are set to the default of Normal you should still receive a notification like you did here: