If you find a thread that says there are more comments than you can see in the thread, the "missing" comments were probably removed - by the moderators of that subreddit, by the reddit spam filter, or by the subreddit's local AutoModerator. A comment which is removed in this way actually stays in the thread; it is merely hidden so that readers can't see it. So, reddit counts a removed comment in the total comments for a thread, but doesn't display it.
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