That's really odd. NNW for me doesn't show links, and never has...hmm, too bad it doesn't keep track of when I subscribe to feeds, but I'm fairly sure that's how it's always been for me.

Hmm, actually it might depend on the theme you're using. I'm using the Ollicle Reflex theme (http://www.ollicle.com/2006/nov/28/jquery_netnewswire_style....) and it displays the comments link neatly in the right column.