When I say 'yourself', please read 'you as an individual' and/or 'you as your business'. When I say 'business', please read 'traditional business' and/or 'business as a writer'.
We may not all want to promote something, but we all tend towards promoting ourselves, otherwise we would be recluses, not interacting with others in any way. Even if it is just to have our voice heard once in a while.
So, how does commenting promote you?
On authorship sites like Wizzley each author has a profile page. On that page can be found various information pertaining to the author: articles written on the site; blog and website addresses; RSS feed; latest activities; topics written about. And each has an avatar associated with their account. When you comment, that avatar is associated with the comment - and lo and behold, it links directly with your account, and therefore promotes everything about you.
What if you are not an author at the site or blog?
Well your name will be linked to the comment. You may have your website linked also. Either way, if you can be found under your name or pseudonym with a search then you have promoted yourself. If you tweet it also, then your followers will get an enhanced opinion of your worthiness related to the subject. See 'Why Tweet?'.