Not pulling in a ton of external javascript, images, and ads is probably the biggest, but one thing that helps is that most comment threads have a relatively low number of comments. This page currently only pulls down down 12KB (compressed to 3.75KB).

A thread like https://news.ycombinator.com/item?id=9976298 with ~600 comments pulls down 785KB (compressed to 143KB)

In general, looking at the network tab in the developer tools will show why one site loads faster than another:

https://developer.chrome.com/devtools/docs/network

https://developer.mozilla.org/en-US/docs/Tools/Network_Monit...