The fact that one cannot reliably link to comments aside: (update: one can 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 required too.)