How do I stop receiving emails each time someone sends a new message?
To stop receiving email notifications about new messages, go to the Notifications tab of your Account Settings page.
To stop receiving email notifications about new messages from your group conversations, simply leave that conversation.
Then, "leave that conversation" links to this question/"answer":
Is there a way to get out of a message thread once I’ve been looped in?
At this time, there is no way to stop receiving messages once you are a part of a thread. You can encourage your friends to send an individual reply, instead of "Send To All."
It's both amusing and terribly depressing that in attempting to "fix" email as a form of communication, Facebook engineers somehow failed to address the ongoing issue of "reply-all".