It's a good question. The basic reason is that comments can't have votes, so it would be easy for people to get lots of points by posting lots of really bad comments, and there's no way for the community to negate those points by voting the comments down, like they can do for bad questions or answers.
I realize that moderators can hide bad comments, but one of the benefits of a reputation-driven Q&A site is that very little moderation is required.
Anyway, if this is something that lots of people want, it's easy to add in a future version.