The issue happened because the url had missing messageId.
The url format needs to be
https://graph.microsoft.com/teams/teamID/channels/channelId/messages to import a root message
and
https://graph.microsoft.com/teams/teamID/channels/channelId/messages/messageId/replies to import a reply message
The passed url was
https://graph.microsoft.com/teams/teamID/channels/channelId/messages/replies (notice the missing messageId). Hence failure is expected.