So, worst case, you'll end up reading a new comment with no votes and not know it. This is by design; fresher comments appear at the top so they have a better chance of being read, and up voted if applicable. Do your part and vote on the comments that you think deserve it, not the ones that everyone else does.

I don't see what a comment's score has to do with the structure being threaded: they're still in the same exact place.