Multiple calls to the GitHub API
Since you're loading all comments for all issues, I think 

await client.Comment.GetAllForRepository(owner, name)


is what you're looking for. Otherwise, if you do need to use GetAllForIssue, try using Task.WhenAll to run comments retrieval in parallel:

public static async Task&lt;IReadOnlyList&lt;IssueWithComments&gt;&gt; GetAllForRepositoryWithComments(IIssuesClient client, string owner, string name)
{
    var issues = await client.GetAllForRepository(owner, name);

    return await Task.WhenAll(issues.Select(async i =&gt; IssueWithComments.FromIssue(i, await client.Comment.GetAllForIssue(owner, name, i.Number)));
}