I can not comment this, I have never hosted a server or played a game with Comodo.
I have never noticed, that CPF would slow down browsing in comparision to Outpost Pro.
It can be due to a conflict with running software, bad rules you could create in Comodo, etc.
But since you have not input any details (browser, webpage), it can not be examined further.
This is something I like, because Outpost Pro can not do it, but you can choose to Skip Parent.
I disabled CC & Aplication Behaviour. You can set up Comodo as you like at cost lower security.
I’ve never seen such games I could not be host with CPF. That means You have bad rules for it.
My web browsing is slowed by userJS supported by Opera. When I turn it off, there is no anything slowing my web browsing.
That’s done for Your security. I’ve already failed one leaktest because I set rule “skip parent” to IE. It sent “http://somesite.com/?pass=<here_could_be_some_private_data>” to IE. So some trojan could send Your private data to some site and You will nothing know about it, because You skip parent application of Your web browser.