A suggestion: when copying the moderation note to the user profile, append a link to the review item, so other moderators can see the context of the comment.
Maybe something like this:
---
This comment was originally attached to review item <a href="/review/12345" title="From {time_ago}">#12345</a>.
I was just looking at user notes and realized that it took some clicking around to find the original review item. It isn’t as simple as just manually copying the URL of the page where the comment is left and pasting it in the comment, because the review comment might be written on a dynamic view like this:
/review?sort_order=score&status=rejected&type=ReviewableQueuedPost&username=fdsa