When you rate a game, you get a point. On your point page, that entry will have a working link to the actual story that you rated.
If, however, you get your comment featured, such an entry does not link to the actual game. Instead it's just plain text. Suppose I go onto somebody's profile and see he's got a feature comment on story X. Now I have to put in additional effort to find the story, rather than just clicking the link.
Most of the time, of course, the entry I need will be just below the "comment featured" one, but this would be an appreciated (and very minor) QoL change.