You can do that (except on Twitter). You need to create a separate alert and use link to such a post.
As many people ask 'why would I even want to set up alert for just one post, but not the whole comunity' - we will answer here - this option is used for
a) advertising posts - they're by definition not the part of the community feed and need to be setup separately
b) influencers' or other communities posts on your product - you may not be very interested in all comments to those communities, but you will be very interested in comments to post about your product.