[0] The way that [1] write is [2]
[1] you
[2] kind [3] weird.
[3] of
[1] you
[2] kind [3] weird.
[3] of
[0] Paul Graham did it
[1] And everyone copied it here
[2] It's also way easier than putting the effort to weave these remarks into the text seamlessly
Oh, and they are used as a substitute for the lack of hyperlink markup in HN, which makes them a necessity when linking sources in comments.
Not particularly so when compared with e.g. mailing lists (those I frequent anyway) and usenet.
[0] http://daringfireball.net/projects/markdown/syntax#link
[1] see what I did there