I really like the fact that when I add a URL form tex.SX in the question, this is automatically displayed with just the title of the question. It would be nice to have this also done in comments, as it is a lot more information to have the title there as opposed to the URL which often is truncated and only the leading part is displayed
Would be great! Here are corresponding feature requests at meta.stackoverflow.com:
I suggest go there and upvote the request, perhaps additionally leave a comment there. There's already information why it hasn't been implemented yet. In short: comments are meant to be lightweight and are processed on the fly while a page is loaded.