It would make sense to have it function as a link to a Review Queue FAQ (e.g. about when Comments are appropriate in reviews) or perhaps to a Meta.SE discussion on the policy's history.
This might be a bug, or it might be some planned or implemented functionality that has been temporarily suspended pending improvement.
Use comments to ask for more information or suggest improvements. Avoid comments like "+1" or "thanks".
This is the same hint provided for the normal add-comment link. A Meta.SE Question last year criticized this "hint" as not helpful and called for its removal.