Comment on Yoast SEO Review by SEO Dave.
On your paginated comments and canonical URLs point, yes you are correct after a user comments you are redirected to a URL like: https://stallion-theme.co.uk/yoast-wordpress-seo-plugin-review/comment-page-1/#comment-31 (link to my last comment and what I was redirected to).
But the canonical link is always https://stallion-theme.co.uk/yoast-wordpress-seo-plugin-review/ for the paginated comment pages (doesn’t matter how you got there), so even if a user decides to link to that particular URL the canonical features of WordPress core results in search engines redirecting the link juice (AKA it doesn’t matter how they link to the page, it counts as a link to the non paginated URL).
That’s how it works for default WordPress with your average setup that doesn’t modify canonical URLs.
Because I use a modified version of the SEO Super Comments plugin my sites have loads of these types of links, see this page for examples https://stallion-theme.co.uk/yoast-wordpress-seo-plugin-review/?cid=31 that’s generated through the modified SEO Super Comments plugin built into the theme.
The above page has 7 links with the format you don’t like, but if you check the pages indexed on this site you’ll find they won’t be indexed thanks to the WordPress default canonical URL settings. Although my theme modifies the canonical URLs it’s only modified (removed) on the new pages created by the SEO Super Comments plugin (had to turn canonical URLs off for those pages as it linked back to the original page the comment is from). On the rest of the site you have the default WordPress canonical URLs.
Look at this site: search from Google http://www.google.com/search?q=site%3Ahttp%3A%2F%2Fstallion-theme.co.uk/yoast-wordpress-seo-plugin-review/&hl=en&num=100&lr=&ft=i&cr=&safe=off
Note that the main page is indexed once (as it should be) and the remaining indexed pages are related to the SEO Super Comments plugin**
** I do have a duplicate content issue with that plugin I’ve not fixed yet and it’s because I had to turn canonical URLs off on those page types (these are extra pages generated from the comments, so I’m not concerned about it). I’ve paginate the links from those comment like posts so users can jump directly to the comment and link to them if they choose (the links don’t work correctly otherwise). This has resulted in multiple URLs to the same content (some with yoast-wordpress-seo-plugin-review/comment-page-1?cid=28101 and some without yoast-wordpress-seo-plugin-review/?cid=28101 the paged format) and they can all be indexed (on my list of things to fix, though not an issue with core WordPress).
I also generate loads of paginated URLs via my sitemap with comments and it doesn’t cause a problem.
So paginated comments doesn’t cause any indexing problems with the current version of WordPress.