You need to have at least 50 reputation to be able to comment everywhere. As of now, you seem to only have 26 reputation on Stack Overflow so you're not able to do so yet.
One of the reasons for it is to limit where new users can write things without restriction. Questions and answers are immediately visible to everyone as they bump the question up on the home page. It's also possible for others to clean up the post if necessary. Comments are hard to track unless you specifically watch someone's activity. Also nobody else but the owner and moderators can edit or delete comments making cleanup more difficult.
Another reason is that it reduces the chances that a spammer could spam comments instead of just questions or answers. With the above reason explaining why this is important.