In fact, this conversation is a near-perfect use case. It’s not (yet) easy for me to write a reply to your post on micro.blog on my own site that includes a reply context and have it appear as if it were a native comment on micro.blog. (Micro.blog should use some parsing to strip out my reply context and just post my reply.) But I can make my post quickly enough and just manually syndicate it with a link back to my website. Then, when you reply, I’ll see it via micro.blog and I can cut and paste your response URL, put it into my response box and I’ve got a copy of your reply!
(If anyone has puzzled out how to do replies to micro.blog from WordPress or other websites that maintains context on your own site and makes the reply look native on micro.blog, please do let me know.)