Definitely agree this is a good idea, and not one we'd thought of.
We're planning (though delayed) a JomSocial 'app' plugin which will interact a lot more with Facebook for pushing activities on the JomSocial site to the Facebook user's stream. We hadn't thought of pushing more stuff like this into the activity stream, but we do have the ability to send emails already on comment, and think we could push this into the activity stream as well. I can't guarantee this is possible (yet) as it may not be quick & easy to get the actual comment text, but even a simple "just commented on [link to page]" should be easy.
Long answer, I know, but bottom line is that this has been added to our tracker. We're in the process of scoping the 4.0 release features (~mid July) and can see this being part of 4.0 or one of the point releases thereafter.
Thanks for the input, as always!