I've seen a few profiles without the comment box, and I was wondering why. Do you have comments disabled? If so, why? ^^' Or, do you like commenting on peoples' profiles?
I don't know if there is an option to disable comments, but you can still comment people if they're in the Shoutbox, there's an icon in the corner of their messages that you can use. It will take you to the same page as clicking the comment link on your friends page. If you can't reach the user you want that way, you'll have to find out their user ID and paste that into the url. Other than that, I don't know.