In reply to Jessica.

There's an old plugin released a long while ago which resolved this:
https://wordpress.org/plugins/fix-reversed-comments-pagination/

It looks like the author's website has gone offline sometime in the past several months. Thanksfully, the wayback machine still has a complete archive of the page:
https://web.archive.org/web/20150315004342/http://winkpress.com/articles/fix-reversed-comments-pagination/

I reference it because if anyone uses the plugin, you'll probably want to visit the page and look at the comments sections. Someone posted some useful edits to the plugin which improved it. Someone also posted a method to have the plugin work with the last (newest) comment at the bottom of the page. For folks who like their comments displayed top down, from oldest to newest.

The plugin does still work with WordPress 4.3.1.

It's sad that it has never gotten much recognition or anyone tried to implement something similar. AFAIK, this is the only plugin which accomplishes this. It would be nice if someone forked this and took over development, or WordPress included this functionality into core.