It's not possible due to how lemmy and federation work. Potentially your instance could hide it from their own web ui, but any other instance could just choose to not respect that flag and display your profile fully through their instance's web ui. All the comments have to federate anyway, much like votes which are also not private at all through lemmy.

The only reason it's even partially possible on reddit is because the only copy of your comments as data are on reddit's db. They aren't sent to other instances outside of reddit control because that's not how reddit works. So when reddit hides it through the UI, there's not another server to surface the comments. And reddit killed the third party API, so it's not trivial to just ask the API for all comments from a specific user.

It is however, trivially easy to just use a search engine for results from reddit with the username in question and find all the comments manually. It's a deterrant, not a real solution.