For some reference, this post is
https://news.ycombinator.com/item?id=37013396 (shortened to 13396)
my comment you replied to
https://news.ycombinator.com/item?id=37020429 (shortened to 20429)
and your comment here is
https://news.ycombinator.com/item?id=37020517 (shortened to 20517)
I think the issue depends on whether you are on a a comment URL (e.g. clicking on the timestamp of a comment), or if you are on the post. If I'm scoped into 20517, the "parent" option is indeed a link to 20429. It will hard load to scope into 20429.
But if I'm on the actual 13396 post and click parent on your comment, I am instead 'loading' 13396#20429. Which of course isn't reloading the page but scrolling to a specific header.
I never personally liked the decision where replying or loading a comment took me to a whole new webpage instead of rending a formbox within 13396 and/or loading 13396#[comment ID], but I imagine there were historical and/or technical reasons for the decision. It generally doesn't bother me as I tend to mostly browse comments and only occasionally respond.