Indeed it would be handy to have the in reply to..., in thread... links available in the composition page as well; especially since soon after the first preview the text of the node one is replying to is not displayed any more. This shouldn't be too hard a feature to provide. But then of course it's not up to me to say the last word on this...

I use Firefox and if I had those links, then I would just open them in another tab.