Probably for the same reason people downvote when the same comment is copy-pasted all over a thread; I don't need to be linked to somewhere else in the same conversation. I especially don't need to be linked to somewhere else in the conversation that _I have already read because it is higher ranked_. Also possibly: following an opaquish link to find yourself on the very same page is annoying, and kind of the opposite of insightful, which you might be hoping for.