A truly supportive comment is a kind thing to do but it's only of use to one person. SE doesn't have a private messaging service - and I'm glad that I don't have to moderate one - but it makes it difficult to do what you'd like to do here - send a kind message to someone in distress.
If we didn't have a comment problem already on this site, I'd be less strict about that sort of thing - and very occasionally I will leave (not delete) such comments, particularly if there's only one and it's highly upvoted. What becomes problematic is when we get a dozen or more comments all commiserating with the OP. It obscures actual requests for clarification or information and makes comments less useful. As such, I really can't see a reason whitelist them.
In addition, we do "get away" with supportive comments from time to time by including them within a comment that does what comments should - ask for clarification or more information.
This sounds like a really tough situation you're in and I really hope we can give you some help here. To do that better could you please explain what you'd like to get out of this situation more clearly?
Some full disclosure here... I appreciate that you would like to be supportive of the OP in situations where they are going through something difficult but all of your comments on that answer that have been deleted (by a moderator - me) were not supportive comments. They were answers in comments or just general comments.
Might I suggest online shopping? Long answer: yes of course, be proud of who you are, it's nobody's business, find like-minded people, etc, etc, but sometimes I understand it's easier to just avoid the problem. And congrats for getting to explore your true self. It's not easy. – thumbtackthief Nov 2 at 19:24
Dammit someone has beaten me to the punch on every thing I've typed for this question :P – thumbtackthief Nov 2 at 19:24
While we may be willing to allow comments that actually ask for clarification while also being supportive, we will not allow answers in comments that also happen to include words of support. We have a very strict policy of removing answers in comments.