This question already has an answer here:
I was reviewing close votes when I noticed it is impossible to upvote comments of a flagged question.
When a comment states why the reason the question is being closed I think it's nice to upvote it. Currently one must open the question in another tab/window to be able to upvote a comment, which is inconvenient. Would it be possible to do it directly from the Review interface?
Like @Flimm said, it is possible to upvote comments after clicking the "show more comments". So in my opinion it is definitely a bug that it is not possible to do it at first.