If it's comparable, I do not know. I know it's a PIA to have to click on, but it is considered another layer of protection. If you disable that, then there's always the possibility something could sneak past Comodo and run without your knowledge.
Any layer of protection you can get should be utilized and although it might get tedious clicking on it, at least you have the satisfaction of knowing that there's one more program watching over your system.
In today's hostile web environment, every layer of protection helps and you have to take an active approach to defending your computer.