How to check if a comment has replies?

Here’s one example how to construct such a custom function:

/**
 * Check if a comment has children.
 *
 * @param  int $comment_id Comment ID
 * @return bool            Has comment children.
 */
function has_comment_children_wpse( $comment_id ) {
    return get_comments( [ 'parent' => $comment_id, 'count' => true ] ) > 0;
}

using the get_comments() function with the count attribute (to return the number of comments) and the parent attribute to find the children.