[mrweasel]

If you want the state of your collapsed comments to be remembered between session you're adding a lot of data to the backend of HN. I can see not implementing it, because threads are short lived and rarely get more comments that can be reasonably browser or searched.

I don't see that collapsing comments would really add much value, especially if the state is to kept per user per comment in the backend.

If you don't care about state, I feel reasonably sure that you could Greasemonkey your way out of not having that feature.