Regex, it's always the regex. Seriously now, the reason is a rogue trailing slash you have in the URL, which is not supposed to be there.
If you browse to the ordinary question URL which is
https://gaming.stackexchange.com/questions/257112/how-do-i-change-my-name-on-steam the comment links will onebox just fine, e.g.
However, if somehow you end up adding a slash after the title in the url, which is
https://gaming.stackexchange.com/questions/257112/how-do-i-change-my-name-on-steam/, everything still appears fine however the comment links become what you described and indeed won't onebox.
The bug is whatever gave you that URL, if it was internal SE link and not added manually by someone.
Onebox can of course remove it as well, but not sure if it's worth the efforts.