I asked to migrate a question from Philosophy to Academia. However, the links to my account have been removed from my comments, although I have Academia account. I think this might be a potential bug.
Comments don't get “back-attributed” to you if you got the account after the question was migrated (authoritative reference). This could be done, but it's not worth the extra work:
Since comments don't impact reputation or do any other things a post does, they're not as important in the migration process.
We won't (at this point anyway) be going so far as to hook up comments to their owner when they register for the site the question was migrated to if they didn't exist at the time of migration.