We have MathJax turned on for posts, but not comments. We do get some math-heavy posts from time to time, which is why we have MathJax in posts, but we don't have it turned on for comments like they do over at Math.se.
It would be nice to be able to include MathJax in comments for those posts where clarification questions would include formulas.
Could it be abused? Technically, yes, but similar abuse is possible in posts, and we don't see that happening.