This would be useful in posts with many comments. In addition, being able to copy direct links via a comment's timestamp would be useful as well.
I'm frankly surprised this is a request, i.e. it's basic functionality that I assume should be present.
Every obvious item on a page should always have a URL.
Look at how GitHub, Trello, Slack, Zulip, etc. do it.
E.g. in the case of GitHub, depending on what's being browsed, you can link to issue, comment, commit, line.
I second this, I just had a case where I wanted to reference a specific and useful comment on a post.
The post had really 4 pieces of useful feedback that I wanted to reference in _new_ posts.