I agree that such feature would be valuable, but I also have a counterpoint to answer the 'why not'
A difference between a commit message and a code comment/thread is that a commit message is more authoritative.
You could actually do that today with the Git model if you want to, so, arguably, the question is, why doesn't your code review tool already put its history in git?
(Probably some combination of nobody asking for it, and in some cases, wanting to keep your code review process locked in to the tool.)
At which point you get code review that is logged entirely in the history of the repo. Which is a very useful feature, and a huge value proposition of GitHub over raw git - git blame gives you the commit, but GitHub will also gives you the pull request for that commit, and you can go and look at the comments there to understand why it was done the way it was.