I have used two strategies to go back to comments I have liked to read (whether or not I happened to upvote them when I read them). I either
a) use my brower's bookmarking capability to bookmark the exact link to the comment
or
b) I copy the exact link of the comment into a text file that I save for building FAQs.
I also make extensive use of HN Search and site-restricted Google search to find old comments on recurring topics here that are worth looking up again. Sometimes I find new good comments that way that I didn't see back when they were fresh. I try in general to upvote a lot, so the "saved stories" on my user profile here on HN includes hundreds upon hundreds of threads, way too many to be practical for going back to particular good comments.
I wouldn't like this to be generally visible though. As others have said, it creates a halo effect and discourages diversity of opinions.
Basically: Upvote != Save for Later
Yes, an equivalent for comments of "saved" would be useful.