Since Oct. 2019, Nat Friedman (CEO of GitHub) declares that feature available
(And, see below, since Feb. 2020, multi-lines comment reference is possible)
🔥
Multi-line comments are here!
Click and drag to comment on multiple lines in a pull request diff. ✨These little quality-of-life improvements are at the heart of what we love doing at GitHub.
🥰

Nick Craver immediately asks:
Follow-up question: are there plans to support suggestions?
It seems to apply to the last line at the moment:

That would be, according to Nat, “Coming early next year”.
Update Feb. 2020: “A new interaction for multi-line pull request comments “
To leave a comment referencing multiple lines, you can either:
- click on a line number in the diff view, hold Shift, click on a second line number and click the “+” button next to the second line number; or
- click and hold to the right of a line number, drag and then release the mouse when you’ve reached the desired line.
This was announced by Nat Friedman
Shipping today on GitHub: multi-line suggestions!

With, again, special thanks to Melanie Gilman, Pat Nakajima, Mike Chlipala, Joel Califa, John Caine, Matt Colyer and
, and Kelly Arwine.
GitHub Changelog also references this.
Henry adds an observation
A smaller side effect, but I assume being able to share a multi-line diff in the PR is new too!
Example: babel/babel PR 10511 diff-L261-L263

But that was available since July 2019