If Comodo Firewall reports it is up and active then that is what counts.
Windows Security Center reports what security applications report about their state. It brings no additional security: it is a dashboard that provides security information in one place for ease of use. The communication between WSC and security programs is known to be flaky and that’s what you are seeing.
You could try to do the security center reset to see if that fixes the discrepancy:
Open a command prompt by clicking Start → Run. Type cmd and click OK.
In the command prompt window, type NET STOP WINMGMT /Y and press ENTER.
Type REN %WINDIR%\SYSTEM32\WBEM\REPOSITORY REP.OLD and press ENTER.
Type EXIT and press ENTER to close the window.
Restart the system. Windows should start normally, but you may be prompted to restart the system once more to complete the changes caused by resetting the core repository. You may also need to restart once more if Windows Security Center still does not detect your security product.