I see some people write comments that are for example - in italics.
I do not see any way of doing that while writing my comments. Why is it so?
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*italics* **bold** ***bold and italics*** `code` [link text](url)
More details here: Text Formatting Now Allowed In Comments
As for why the site doesn't tell you how to do this, I can't say.
The site now has a "help" link when writing a comment which tells you exactly what I have written above.