Several factors why it isn't that much of a problem:

• You can quickly edit your comment afterwards anyway (and still have the rest of the page visible)

• The markup is pretty simple, there's less problems with mismatched tags than there can be in some forum and blog markups

• Comments tend to be smaller than in forum and blog posts or than wiki pages (all cases where a preview is useful), and rarely contain complex things like nested quotes or images

Also, an edit button would cost development/debugging time that may be better used on other features (votes, agree/disagree, view edit history for comments, giving all users an animated gif avatar, etc.), and might clutter the interface.

But if we do have previews, maybe a simpler way of handling it would be to always have a preview of your comment right below the edit box, and update it in real time (I'd find that more convenient than a preview button - it's simpler from a user interaction point of view, and probably also from a code point of view, because it can all be done in client-side javascript).