I think your logic is flawed. Having no replies doesn't mean the comment is a child-level comment. Instead you should be looking for presence of an Ancestor - top level comments don't have an ancestor. Then you can loop through any replies if they exist. Here is a snippet of code I'm currently using...
Code:
For Each aCmt In wdDoc.Comments
If aCmt.Ancestor Is Nothing Then 'a top level comment
'do something
If aCmt.Replies.Count > 0 Then
For i = 1 To aCmt.Replies.Count
Set aReply = aCmt.Replies(i)
'do something with the replies
Next i
End If
End If
Next aCmt