If you click on your username to view your profile there is a comments link at the bottom of that page that has been sufficient for me to follow conversations. ymmv.
Isn't that just the same as the 'threads' link? New comments can show up way down the page, and I don't feel like scrolling through every comment searching for recent ones - it's inefficient.
In other words, if someone replies to an older comment of mine, I probably won't see it.
