I believe this is status-bydesign, since comments
does not appear to be an actual search operator. We can see this by looking in the upper-right of the search results, where it shows the interpretation of your search terms:
"Zero answers" is a search criterion, but it's looking for the literal comments:0
string in posts. As far as I know, the on-site search doesn't know anything about comments, unfortunately.
The Stack Exchange Data Explorer (SEDE), on the other hand, does know about comments. You can use this little query I wrote. Note that SEDE isn't continually updated, so there are a handful of questions in there that had activity between the data update and now.