I just tested this and got the same result as you. The cause of it is the default WordPress style for ol ol (numbered lists that are inside of a numbered list):
ol ol {
list-style: lower-alpha;
}
Since WordPress comments are displayed inside of a numbered list, this style rule will be applied to numbered lists in comments unless it is overridden. That can be done with:
ol ol {
list-style: decimal;
}
Possibly this rule should be added to the plugin’s style sheet.