iMessage Unification of Message Threads on iPhone?

I'm on iOS 6 and I'm using an iPhone 5, iPad 3 and iMac. For another test case, my gf has iOS 6 and is using an iPhone 4 and a MBP. We are wondering how to get iMessage unification on our iPhones.

On all other devices (iPad, iMac, MBP), messages sent to either our phone numbers or emails are presented in one message thread.

On our iPhones, messages sent to our phone numbers go into one thread and messages to our emails go into another.

I was wondering if this was expected behavior and if it is not, I was wondering how to fix it. I have already tried deleting the two threads on the phone but that did not make them unified.