I am wondering the same thing. It does not seem like you can export the comments only. I have opened the XML file that I’ve downloaded, and I can see the comment sections. However, I don’t know how to import those comments into the new site so that they are associated with the posts.
My situation is thus: We had multiple websites that we moved to one site. Many of the blog posts had been manually moved to the new site without the comments. Then I noticed the importer plugin. Now I would like to import the comments from those old posts into the new site so that they are associated with the corresponding posts on the new site.
I wonder if this would work: replace the old post ID in the exported XML doc with the post ID from the new site and then import the XML doc.
Brian