Why do I want this? If I get wrong some of the syntax in a comment, it becomes infuriating to try to guess at it, when the only help is offered by the help button near the answer input controls, which aren't always near where the comment input controls are. If I even think of that. Which I usually don't. It would be nice to have a help button right there where it's obvious. As another user pointed out in one of the linked questions, this kind of problem is exacerbated by the inability to edit comments (currently a planned feature) or preview them before posting.
Since the set of markdown in comments is restricted and comment previewing was a declined feature, I propose that some help be supplied near the input controls for posting a comment. A "?" button would be appropriate, with a small in-page popup that summarizes the allowed syntax.