It's okay on github, if somewhat implicit. You can click the "commits" tab of a PR, and then clicking any individual commit brings up the usual github diff view (like you'd see for the whole PR). It's not immediately obvious but you can leave comments in that view, unlike the other view for a single commit on branch history.
But I find most people on github end up reviewing the whole PR as one unless we all are on the same page ahead of time. So despite supporting the functionality it's not all that highly used compared to, say, the way individual patches in a set might be reviewed on the Linux mailing lists during later revisions. I feel like on github it's more common to see asks to break up PRs (maybe just as a result of the projects I've seen? both approaches have valid usecases imo, and there are good reasons to break up PRs which can be done in single commits anyway).
I still feel it's good hygiene even if reviewers don't look :)