When one moves comments to a discussion/chat it seems like MathJax won't work. This is unfortunate since it could discourage users to move the discussion to the chat.
Note that explanation elsewhere on how to make this work, in places that are hard to find does not help much. It's quite likely that the user remains in the perception that it simply doesn't work.
Preferably it should work without the user having to do anything special at all to make it work.
If that's not possible the information should at least be more accessible - that is where the chat is (when moving discussion from comments to chat). One could even detect the presence of MathJax markup and show the link only then. Preferably here one should make it so that the user only have to select to enable ChatJax only once if possible.