(Part of this answer had been previously posted as a comment, but I decided to move it to an answer with additional information about user scripts.)
The same issue has been raised also on meta.math.stackexchange.com: TeX formatting in other comments in the same post is lost when the comment list is updatedTeX formatting in other comments in the same post is lost when the comment list is updated.
On that page, KennyTM posted a user script as a workaroundKennyTM posted a user script as a workaround (great!). I posted there a modified version of itmodified version of it which should be safer in principle in case *.stackexchange.com be cracked. To use a user script with Firefox, you need the add-on Greasemonkey.