Git send-email not sending email patches as subsequent replies

[David Davis <davidjamesdavis.djd@gmail.com>]

Hello, I have the following git send-email command:

git send-email -5 --quiet --thread --no-chain-reply-to --compose
--subject='Recent Base Prototype Changes Summary'
--to=davisdavid@google.com --from=davisdavid@google.com

It's sending emails but as 5 individual emails and not as subsequent
replies as suggested on https://git-scm.com/docs/git-send-email below:

So for example when --thread and --no-chain-reply-to are specified,
the second and subsequent patches will be replies to the first one
like in the illustration below where [PATCH v2 0/3] is in reply to
[PATCH 0/2]:

[PATCH 0/2] Here is what I did...
  [PATCH 1/2] Clean up and tests
  [PATCH 2/2] Implementation
  [PATCH v2 0/3] Here is a reroll
    [PATCH v2 1/3] Clean up
    [PATCH v2 2/3] New tests
    [PATCH v2 3/3] Implementation

What am I missing?

Thanks,
David