if you ever experienced this behaviour is common even on drupal 4.7 (don't know in previous version, didn't tested it):
just fill in enough comments to split the "thread" to a second page and the title of the comment will not be linked against the current page, just to the #comment-number, this will cause to always open the first page.
I hope I've explained it well.
Comments
Comment #1
heine commentedDuplicate of http://drupal.org/node/6162