When you hover a link to a question in a comment, you get the title sanitized, the same way as in the question URL. (Test case.)
Here, have some freehand circles:
Can the tooltip reflect the actual question title, unsanitized?
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As Jeff explains here:
comments are processed on the fly
What does it mean? It means that the code parsing comments just look for pattern like this:
https://meta.stackexchange.com/questions/[number here]/[text here]
And put the [text here] part of the link as the tooltip. It does not go to the database to get the real title.
If you put link in other format or just something like
https://meta.stackexchange.com/questions/182339 there will be no tooltip.
This is also proved by my fake link in this comment:
I do agree with Jeff: suppose page with lots of comments, and for example 50 comments having links to questions. 50 queries are a lot for each view, after all those are just comments. Of course it can be cached, but still... don't think it's worth the effort.
To sum it up: to bring the actual title, trip to the database must be made for each link. That trip is too expansive to be worth the effort.