Unless it's a thread and you're replying to yourself.

@talon Ah, then in that case, it's good courtesey to set it to Unlisted to not clog up the local/federated timelines.

If you plan to post a long thread, indeed!

@pvagner Toot! has a setting that differentiates between default visibility for posts and replies. Wish Mastodon itself had that. I'd set all my replies to unlisted by default.