Hey Mohitupa, welcome to the forum!
I agree that's a useful feature to have, but it's actually already available on the web as Branch in new chat.
From any earlier point in a conversation, select ⋯ → Branch in new chat. The original conversation stays unchanged, while a new chat is created with all the prior context. You can find more details in this help article.
I also wanted to check whether there were any other features you were looking for beyond this one.
Avinash