While looking at this comment issue I noticed that when the comments were auto-expanded for me, the "add comment" link was appearing...which was unexpected, since I wasn't logged into that site. While the erroneous "1 more comment" there may have been a temporary glitch, the "add comment" link appearing for anonymous users is a bug.
When the comments are auto-expanded, they're loaded via
StackExchange.comments.loadAll(), which doesn't set up the promised handler that would normally hide that link. That's fine if you can comment, since the text area isn't shown by default in this case and requires an extra click. But, if you can't comment, there's nothing that currently checks if that link should be removed anyway.