my guess is that it makes it easier to link to a specific post within a thread, rather than the entire thread. if you click on it, you'll notice that the postid shows up in the url, and if you link to that address, it will take you directly to that post rather than to the top of the thread.
i'm glad you pointed it out--when i put together the plv-70 guide, i had to click on "edit message" (even if i didn't own the message) so i could see the post id.
bob