Hmmm. I suppose you could just hack lib/MT/App/CMS.pm at line 257 (in version 2.64):
CODE
$iter = MT::Comment->load_iter({ blog_id => $blog_id },
{ 'sort' => 'created_on',
direction => 'descend',
limit => 5 });
The last line there is 257; the number could be changed to 999 or something, but listing all your comments might be hell on your interface.
To me, it would be more practical to create a new Index Template with <MTComments lastn="999"> in it, and an
edit link for comments, then just add the URL to your welcome message so you can get to it easily.