Here's another confirmation that at least for a new user (!) like me, the emailed confirmation link does not work. You get redirected to the original post without ever being given the chance to interact with your comment, or your newly created Remarkbox account. And you don't know your (random) user name at that stage, so you can't manually log in either.
That said, devilgate's URL editing trick worked for me. Thank you!
(If you're still looking for recommendations on how to work around this, how about you just mirror devilgate's workaround and drop the "return-to" parameter from your confirmation emails?)
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