It's actually more than that: when there are lots of sub-comments, it helps to see the immediate "mother" of the comment node you're reading. Imagine a comment that has two replies, and the first reply has dozens and dozens of sub-replies and sub-sub-replies, which typically veer into all sorts of adjacent issues. By the time I'm done with the 1st reply and its dozens and dozens of sub-replies, it is often unclear what the initial comment (or even topic) was. It is then very helpful to be able to glance back up to the initial comment across the now-collapsed first reply and its dozens and dozens of sub-replies, before reading reply #2. Simply navigating to reply #2 doesn't give you that.
> don't really get this feature. Can you elaborate more?
I mean this page of the HN site: https://news.ycombinator.com/active . It has the currently actively discussed stories, and is a great way to catch up after not reading HN for a day or two. A kind of intermediate step between best ( https://news.ycombinator.com/best ) and the homepage.
[Edit: the 'active' page apparently has an RSS feed here, in case you would be inclined to add it: https://hnrss.org/active ]