Similar to the way that the global inbox jumps directly to the answer, it would be helpful to be able to jump directly to the comment as indicated in the global inbox.
The issue is that sometimes a comment is hidden underneath the add / show more comments and if there are a lot of comments (which happens quite often on the skeptics site) I need to first skim through the available comments to see if that comment hasn't been voted up then open the link then find the actual comment.
This is also helpful on a mobile interface to reduce the number of clicks when I want a quick update on one of my posts.
It appears from this answer that it is possible to link to comments.