The fact that one cannotcannot reliably link to comments aside: (update: one cancan now)
Direct linking would requires listing all comments in the Inbox by themselves. Currently Previously comments were grouped together, which kept the list short. I liked that.
Since this was implemented I need to scroll in my Inbox itself, seeing the same post repeated many times. Too bad, I feel:

That said: it might be have been nice if the comments were expanded when following a link form the Inbox. I don't feel a need to automatically scroll to the specific comment then, but I wouldn't mind automatic scrolling to the first (oldest) comment to which the Inbox notification applies.
(Likewise: your responses tab and your activity tab do link to comments directly, but only for comments on answers. For that to work, hidden comments are unhidden if requiredare unhidden if required too.)