The comic does actually suggest that, and the comment I replied to specifically suggested that.
This sort of interrogation typically starts with "we know you did it, so why don't you make things easy for yourself...", not "break his finger so he knows we're serious".
The XKCD 538 fallacy is the delusional belief that torture and threats of violence are how people are coerced into confession during an interrogation. That is not the case. Perpetuating that fallacy actually helps interrogators, since the fear of "confess or else you'll get the wrench" is implanted in people's minds. Since that is not how things actually work, it is counter productive. It does not help anyone except the authorities. This is why I say stop perpetuating the fallacy. Seriously.