You can favorite comments but you have to click their timestamp first. It's really hidden.
Heh, there ya go. I'm one of the people who uses the favorite feature (albeit sporadically) and I didn't even know you could do that.
Yeah, surfacing the UI element for "favorite" to make it easier to find would, IMO, make it a lot more usable.
dang: if you get rid of it please don't do so w/o notice so that those of us who do use it can export the links first.