Yep, this is a known issue. When a comment chain gets too long, Lemmy doesn't send all of the comments in the initial API response. When this happens, the web UI displays a "show n more replies" button that can be tapped to load the remaining comments:
We just haven't got around to adding this button to Mlem yet, but it's something we will certainly look into in future. We're tracking the issue here.
Sorry I didn't see your comment until now; your post didn't federate to lemmy.ml properly for some reason so I only just saw it whilst using my alt account.