This feature would lead to comments being used incorrectly (even more often).
Comments are a lightweight, secondary part of the Stack Exchange system. It is intentional that they:
- do not have a viewable edit history.
- cannot be edited after the first five minutes (except by moderators, and this is rarely done).
- cannot ever be edited by anyone except their authors, and moderators.
- do not support most formatting.
- are strictly limited in length.
- are not available to new users, except on their own posts and on answers to their questions.
- do not increase a question's visibility (i.e., do not "bump" it up on the main page, as an edit or answer would).
- do not confer reputation.
- are often hidden (until the link to show more comments is clicked).
- do not have their own review queue.
- are regularly deleted by moderators if they are not (or no longer) helpful.
- can be deleted by a few flags from users, without any action by moderators or even high-reputation users.
- can be deleted by their own authors, even if they have been upvoted (which is not generally the case for questions and answers).
- can be edited by moderators (with no indication to most users that the edit was not by the comment's original author).
This is because the site is focused primarily on questions and answers, and because providing advanced features in comments would tend to give an impression to commenters that comments are a more effective and appropriate way to make their voice heard or express important informaton, than they actually are.
For the same reason, comments cannot contain images. Not even small, expandable images.
What To Do Instead
You can post an image on the web and link to it in a comment. This is the appropriate action for situations where what you are saying really should be a comment and really should not be an answer.
However, most of the time someone wants to post a comment with an image in it (or with any of the features listed above), it means that they should strongly consider if what they are saying really answers the question, and if so, post an answer instead.
For example, in this situation a comment couldn't do what you need, so you posted an answer. As a comment, what you said would have been somewhat helpful. (I removed my comment that said something similar, even before I saw your post.) But it makes a very good answer.
Normally comments should not be posted as answers. But when they can be modified and expanded so they answer the question, then they should be answers and not comments. As you've seen, I edited your answer so it is clearly an answer. I expanded it a little bit, but it was really your inclusion of the illustrative image that made it a helpful answer.