The threaded commenting feature for multi-step workflows (as well as Work Requests) shows replies under the “Comments” tab in “Oldest → Newest” order.
When viewing comments from the “Workflow” tab, the same “Oldest → Newest” order is applied.
Currently, it appears that the “Reply” button is only displayed on the base comment and not on subsequent replies (in both the cases that you highlighted). This is currently expected behavior with the current design of the platform.