Ayup. That's why I said "or" on the suggestion, because if it does one, or does the other, neither really bothers me -- it's simply the inconsistency that creates the usability issue.

From what I can tell, though, if the reply is screened by the system -- like an anonymous reply or when you've got it set up to screen replies -- then it will send you to a separate page. After that, if you re-screen, it happens in-page. If the comment isn't screened or isn't frozen at first, then if you screen or freeze, it does it in-page, and if you un-screen or un-freeze, it also does it in-page. So it's just that one instance where it takes you off-page. If that helps, at all. (And I'm not sure this is always the case, but it's what I could duplicate on my own journal, at least.)