Your question could be better phrased:
Why do you think most people prefer to read it "inline"?
My answer would be: because some of my highest voted comments have been snippets copied from a larger work instead of just linking to the larger work. Perhaps people don't want to open up a new tab, perhaps they don't want to load a new page, perhaps they appreciate keeping the content in context with the rest of the comment thread, perhaps they appreciate keeping the content on HN for "prosperity sake" due to the ever-breaking links of the rest of the web.