I was thinking of something like that too, but probably never would've gotten around to implement it myself, so thanks! Could you put your script on Github or something maybe?
Also it would be great if it could copy at least top-level comments by OP, because that's often used for linking to a source.
That's a good idea! I understand the sentiment of leaving a final "fuck you" to Reddit, but at the same time the thought of losing the treasure trove of accumulated knowledge stored there pains me.