The comment system was originally designed to remove conversations from questions and answers. The chat system was designed to remove conversations from comments. Comments are now intended to be used for clarification only. All of this is intended to further the end-goal, which is to create a high-quality repository of useful content. Extended discussions in comments detract from that goal.
You do, of course (at your peril) have the option of ignoring the link and continuing the "conversation" in comments. But by design, the comment is meant to be insistent.
In a way, it was nice that the SE network went out of their way to provide such extended facilities for conversation, when such conversation is considered of secondary importance. The chat system they created is one of the finest I've seen. I once thought of chat as being the ghetto, the place where you're sent when nobody wants to talk to you anymore. But that's not true at all. As a moderator, I use the chat facility extensively to talk to other moderators, and have found it to be a reliable and invaluable resource.