It has been suggested a number of times before, actually, but it never seems like an actually good idea. Considering how people often has a tendency of replying to replies, it would create long conversation threads of replies that most likely would end up as spam. Besides, there is no little notification for replies, so how would the person you replied to know? It would change a lot of how the site is running with the notifications and reply over reply (that would have to be implemented somehow with the profile comments, which would be likely to screw up, since it would be acting more or less like the game one), and it would not really change anything for the users. All in all, if there was a better way to do it (You could just reply on the profile, instead of having to do it on the games, fx) it might work out, but it does not really seem to be needed atm.
