I'd argue that the main point of collapsible (not pre-collapsed) threads is to support what you're saying. When a comment spawns several pages of discussion on a topic you're not interested it, collapsing it would let you go directly to the next comment you are interested in, surely?
Right now, for me at least I often just scroll down to the next top-level comment because it's a bother to find the end of a comment tree that started several indentations in.
I use Reddit Enhancement Suite to collapse all child comments by default, then open interesting top-level comments in a new tab to read the full discussion. I probably miss a lot of good discussion on HN because it doesn't support something similar.
Right now, for me at least I often just scroll down to the next top-level comment because it's a bother to find the end of a comment tree that started several indentations in.