Comments (Blog or Media Gallery) aren't indexed by CS. They were in early versions of CS2007 however there were a lot of complaints so the functionality was removed.
In order to index posts, you're looking at creating a new WeblogDataProvider, which derrives from CommunityServer.Data.WeblogSqlDataProvider, and overriding the SearchReindexPosts method. This method should contain the same contents as the base SearchReindexPosts, but you should use the folowing for setting the query's BlogPostType
query.BlogPostType = BlogPostType.Post | BlogPostType.Article | BlogPostType.Comment | BlogPostType.PersonalComment;
You'll then need to edit the WeblogDataProvider entry in communityserver.config to point to your custom class.
Once that's on your website, give it a few hours for the search index job to run and index all the comments and comments should start appearing in search queries.
You could do this by directly editing the SDK, but this extension method can be done without editing any core code making upgrading easier - you don't even have to edit communityserver.config directly as you can do that through a communityserver_override.config file.