In this question, several workarounds are shown for inserting links containing parentheses (()). However, they don't work for comments, because you cannot insert the extra line break needed for the
[SomeLinkText][1]
[1]:http://example.com
syntax to work. It just seems like an arbitrary limitation; I know that this prevents one from using Regex to match the URL expressions, but we know what happens when one uses regex. :)