Reviewing though your description, since you mention this started after implementing an SSO solution, there might be an encoding issue with the referrer when it is passed through your SSO. However, in order to better understand and troubleshoot this behavior I would suggest submitting a case in your customer group here in the Jive Community where the next available support engineer will be able to investigate directly in you instance. When you submit it I woudl also include the following:
1. A Fiddler trace (Quick How-To: Fiddler2 Web Request Capture) captured during the replication of this behavior.
2. Can you confirm if this is limited to when comments are linked or does it appear to be related to the "#" symbol in the link?