One of the revolutionary aspects of blogging was that each piece of content got its own url. In Clearspace, each piece of content, even comments, actually have a URL (an internal #anchor), it's just not visible. Often in our forums, it's not the original post that needs to be referenced later, it's the killer answer that came in the comments that is the most valuable piece that I'd want to link to.
Proposal: each comment should get that little anchor icon and have it linked to URL#messageid.
(Also, everything that has more than one way of reaching it should have a permalink somewhere with the canonical ID. eg, since you can get to a thread with a messageID, each thread should also have a permalink with its threadID. As user-friendly URLs become ubiquitous in CS, since DocumentIDs and CommuniyIDs and BlogIDs still work, there should always be a permalink pointing to the canonical, user-friendly, version.
I totally agree with everything you said, I'll try to work the permalink icon into our UI in an upcoming release.