I have a blog on wordpress.com, using the Twenty Twelve theme.
In my experience, on wordpress blogs with nested comments, the reply buttons only show on individual comments when their nesting level is above the maximum depth allowed. However, one can reply directly to any comment at any level when using the wordpress Android app. This can also be done via webgui by clicking the "reply to" link in a notification email, or by custom forming a ?replytocom URL.
Depending on their personal app/email settings, users may get notified of any replies to their comments.
If a user replies to a comment that was already at the deepest nesting level allowed, then the notifications operate as usual, but it will be displayed as a peer of its parent comment.
To start with, is all of the "background" above correct?
Is there a way to enable the reply buttons on all levels of comments?
If not, is there a known reason for the discrepancy in the interfaces?