Originnaly using asmack I got this issue.
I'm using ChatListener to be fired on incoming private chats from MUC like someroom@conference.jabber.host.com/someuser. This way ChatListener fired at first private chat then maps all incoming private chats to that, first thread.
Alternatively this can be solved by using packet listener on connection and filtering by message.getFrom(). But I supose there will be a direct solution.
Original github issue.