I found this regarding .msi files: Windows Installer
The Windows Installer (previously known as Microsoft Installer) is an engine for the installation, maintenance, and removal of software on modern Microsoft Windows systems. The installation information, and often the files themselves, are packaged in installation packages, loosely relational databases structured as OLE COM Structured Storages and commonly known as "MSI files", from their default file extension.
If I understand the above correctly, the msi files themselves are not executables; therefore, I don't think they will trigger Comodo. The installer itself would definitely trigger unless you have previously approved that installer.
Just my take and I may be wrong.