You're confusing cause and effect - most people only interact with the first page of comments because they're on the first page, and they don't want to click through. If you disable pagination, then suddenly far more people will read those comments that would be on the second page.
Additionally, request count matters more than data transferred. It's much easier to serve 1MB to each of 100 users than 1KB to each of 100K users. n people are already going to view the comment thread for a submission - a several-dozen-KB increase in the amount of data that you send each of them (assuming you're serving them statically) results in anywhere from "little" to "imperceptibly" additional CPU load.
Additionally, request count matters more than data transferred. It's much easier to serve 1MB to each of 100 users than 1KB to each of 100K users. n people are already going to view the comment thread for a submission - a several-dozen-KB increase in the amount of data that you send each of them (assuming you're serving them statically) results in anywhere from "little" to "imperceptibly" additional CPU load.