It wouldn't take that much time to include a adblocker.
It would probably be a piddly blocker and filled with bugs. And it would probably increase memory (and CPU usage?), even when the browser isn't running.
There are good, free ad-blockers. I'm afraid Comodo can't do everything, and, IMHO, it should only focus on security. Generally ads aren't malicious themselves (they might link to something, though), and if they are, Comodo IS should block anything.