I found this at http://www.word-2013-tutorials.com/tag/compatibility/ regarding 2003-201 compatibility of comments:

"Comment replies become top-level individual comments, and all comments marked as “done” will appear as regular comments. If the comments are not changed, the original state will be restored when the document is upgraded in Word 2013."

That's not what my problem is. My problem is that the previous replies disappear completely from the balloon. I haven't marked any comments "done."