I noticed that comments do not support formatting and line breaks like we have in posts.
The markdown help doesn't seem to apply to the comments, so I think it is a bug.
Comments have no line breaks and generally no block-level formatting (such as extended blocks of code).
You can, however, use some of the same formatting that applies to normal posts:
***Bold italics are not allowed***
For a more complete explanation, you can see the relevant part of the FAQ.
(Don't forget inline links!)
We do allow very limited markdown in comments now:
_for bold, italic
[example](http://example.com "merely an example")
No HTML, just Markdown in comments, please!
Some of the formatting works in comments. Notably inline links, *emphasis*, **strong emphasis** and
This is all I could find in reference: a blog post about the changes.