If a post has several comments only the first and/or most up-voted once are shown by default. If a new important comment, e.g. by a moderator, is added then it will not be displayed by default and isn't very visible even when the whole list of comments is shown.
It would therefore be good if a moderator (and maybe 10k+ users too) could pin a comment to be always visible, or at least increase its priority like it has one up-vote (more). They can't up-vote their own comments and it might be a while until someone else up-votes it. This is similar to the pinning of chat messages. This way important moderator comments would be clearly visible from the beginning.
I'm a moderator at TeX.SE and I and the site would benefit from this.