It could be slightly more annoying, but if the page=2, page=3, etc URLs still work (which doesn’t really create an SEO problem like the numbered replies do), you could at least link a person to the correct page within a conversation. This would get them most of the way there, provided they’re willing to scroll a little bit.
One forum that works this way is BiggerPockets. Their replies do not have individually numbered URLs, but the topics do have numbered pages, like this: https://www.biggerpockets.com/forums/311-buying-selling-real-estate/topics/1000291-kids-throwing-rocks-at-windows-nearly-everyday-wont-stop?page=2 (take note of the URL as you’re scrolling through each topic and page).
Their forum has always been a major component of what makes the site so special and successful from an SEO standpoint, so it’s a pretty good example of what works.
Interesting. I have no idea if that’s causing the problem or not, but I can see how the inconsistency might confuse Google into ignoring the canonical URL.
Even so, with the nature of how forums work, unless you wanted to completely remove the dates and timelines of each topic, you couldn’t eliminate this, could you? Accounting for the dates and times of each post and reply is sort of an integral part of how forums work.