On Reply by Email Tutorial, @maique says:

There are 3 steps to achieve this [Reply by Email feature], but basically we’re creating a new “function”, called a partial, and we’ll then edit the template responsible for the single posts to include that partial.

Update: 10 January 2022:

Heads up: there’s no support for having the conversation link on list pages (like the archive or home page). At least not yet. So, for now, you have to move the {{ partial “conversation-link.html” . }} snippet from layouts/_default/list.html to layouts/_default/single.html.