User blog comment:DaNASCAT/Introducing New Moderator Opportunities For Community Administration/@comment-1824272-20160115132928/@comment-452-20160119214650

As it turns out, it can be done, if you want to mess around with Special:MovePage.

I have successfully tested:
 * Moving a level 1 article comment to a level 2 comment
 * Moving a level 2 article comment to a level 1 comment
 * Moving a blog article into the article namespace, and doing the same with blog comments.
 * Moving article comments directly into the blog comment namespace

The trick is you have to force a purge of the comments section afterwards, by either posting a new comment, deleting a comment, or deleting/undeleting the article, or moving the article. Normal purging and null editing doesn't work, although there may be other ways to do it which I haven't tested.

Article comments and blog comments are basically the same, but they restrict moving comments in the blog comment namespace, but allow moving comments in the article namespace.