My feeling is that option A is ideal if you want a RESTful application. Clearly, based on your comments, you want to prevent the RESTful case, which makes option B more attractive to begin with. Option B also has the benefit of reducing the number of queries that are run by maintaining the entity in the persistence context. So option B is clearly the winner for you.
Don't worry about conversations consuming memory. The whole reason they were introduced was so that you don't have to worry about them consuming too much memory. They are very short lived, and you can even make the conversation timeout for this particular scenario shorter (without affecting conversations across the application).
In the second case, the nested conversation isn't absolutely necessary.
Thank you very much for your reply. I really appreciate it. Could you please give me more help? I just got more understood what RESTful application is after viewing your reply.
For a web application with lots of simultaneous online users, e.g. a social network, which tech is better, RESTful or RPC? It seems that Case A looks like RESTful and Case B looks like RPC. Is it correct?
In addition, for a social network, which one is bottleneck, database connections or system memory?
Thanks a lot in advance.