This has been bugging me for some time and I was hoping it will get fixed "automatically", but I guess nobody reported it yet? :)
As you can see on the screenshot, there is no "Reply" button:
You need to go to support hub, find the support request, and then you can reply to it.
And it's the same for the review notification links.
You'll get a email with a link for the review, but you can't reply to it!
And it doesn't show existing replies either, so can't tell whether you wrote a reply already or not.