When I get Alerts about new comments, there is always a number listed. However, when I click to find them I am directed to the 'first' comment. Often there are one or more comments above that one in the thread. I would suggest that the click for new comments from the Alert be directed to the top of the thread. I always need to click to the top to be sure I am seeing all the comments and this would assure that none are missed as you can then click to follow the new comments from the top one.
Plus... it's free!