I believe there's a delay in place before you can reply to a reply to your own comment (presumably to force you to breathe a bit if you're potentially about to engage in a flame war).
Reply link does not appear straight away. In the time it took for you to read comments and click the specific link, enough time had passed so that the reply link was available
I didn't know it worked that way, that seems.. unintuitive to say the least heh.