However, as the system is currently setup we only get notifications of comments to questions or answers that we have written. I have to remember where I have asked questions and go check up on them every once in a while. This is terribly inefficient and means that comments will be "left to die", so to speak. It would be very useful to get notifications when a comment thread we've participated in is added to.

Is this something others would find useful? If so, how do we / should we submit it as a feature request?

Alternatively, if this is already part of the system somehow and I've just missed it, how does it work?

In the above example, Anthony Jones will get notified that Bruno Conde has replied to his comment.