Using this with Stylus:

li .comment-node {
    padding: 0.5ex;
    border: 0.1ex solid #80808060 !important;
    border-radius: 1ex;
}

li li .comment-node {
    border-left: none !important;
    border-top: none !important;
    border-radius: 1ex 1ex 1ex 0 !important;
}

Or for a more lightweight change:

.comment-node {
    border-bottom: 0.1ex solid #80808060 !important;

It’s the lack of clearly visible separation between comments that just doesn’t look right to me.