A question and an answer can be both upvoted and downvoted. Why by a comment can you only upvote? What if I think it is wrong, why can I not downvote it?
Firstly, there are obviously others that agree with you (myself excluded). However, the current SO policy delineated over here is that downvotes for comments will not be allowed/implemented.
The basic thought is that if you disagree with a comment, you should post a follow-up comment that says so (and thereby explains your disagreement). On the other hand, if you agree with a comment, we really don't want you leaving a comment saying "+1," "me too" or the like, so we let you upvote it.