Suicide remains a critical global public health issue. While previous studies have provided valuable insights into detecting suicidal expressions in individual social media posts, limited attention has been paid to the analysis of longitudinal, sequential comment trees for predicting a user's evolving suicidal risk. Users, however, often reveal their intentions through historical posts and interactive comments over time. This study addresses this gap by investigating how the information in comment trees affects both the discrimination and prediction of users' suicidal risk levels. We constructed a high-quality annotated dataset, sourced from Reddit, which incorporates users' posting history and comments, using a refined four-label annotation framework based on the Columbia Suicide Severity Rating Scale (C-SSRS). Statistical analysis of the dataset, along with experimental results from Large Language Models (LLMs) experiments, demonstrates that incorporating comment trees data significantly enhances the discrimination and prediction of user suicidal risk levels. This research offers a novel insight to enhancing the detection accuracy of at-risk individuals, thereby providing a valuable foundation for early suicide intervention strategies.