All of the comments from WP are stored in the wp-comments table in the database.
Could you not just export this table.. and the import it into your new WP installation?
I believe the only column in the wp-comments table which would need to be adjusted is the comment_post_ID as it specifically references the post/page it relates to.
So, you would have to go through each comment... get the post/page ID of the new site... edit it in the database table... and import into the new site.
Probably a fairly laborious process... but could def be done with a limited amount of comments.