In
this thread on transferring Livejournal comments to other journaling services,
cupiscient said, "it should be noted that I believe DW is the first time it has been possible to transfer comments from one journal service to another."
I thought that was a good point, so I checked-- and that turns out not to be the case. A Google search turns these up:
LJ Comments Import for WordPress, and
Convert/Import & Export Your Blog Posts to Blogger or WordPress or Livejournal.
It's been
possible for a while to import your LJ with comments intact to other platforms, just maybe not easy. But Livejournal exports include comments in the XML as a matter of course, and several tools are available now to transfer Livejournals to multiple platforms, not just Dreamwidth.