The drop down is present on all pages at the very bottom (including this one).
Oh, it is. I really should have bothered to check that..
I think my assumption was because I have infinite scroll turned on for my feed, so I've literally had to resort to going to another page like settings just so I could reach any of the buttons on the bottom at all before the page updated again. And I've just never had a reason to scroll past the numbered pages in the comments. Feelin' kinda dumb, but at least I know now.