You have to read a thread enough to know you want to collapse it, which incurs exactly the same "scroll-pain" as actually scrolling. It's not a physical tax from the action required to scroll, but rather a mental stress from making a decision to skip something. Enough of that stress building up at once, and you decide that the comments page itself is probably skippable.

If uninteresting comment threads could start collapsed, that'd be great. But they won't, because humor-fluff and other such things are superstimuli for upvotes, so you can't use anything about the vote tally to determine collapsed-ness. (If there was a secondary voting system--like, say, if enough people collapsing a thread would make it start collapsed for others--this might work. But then you'd have to take into account the people who collapse everything as they read it, to mark their place...)