Good question.
voldemort, I bought my "comfort" bike (a Breezer three-speed) primarily for the built-in front and rear generator lights, and built-in ring lock. I expected it to have fenders, chainguard and a rear rack. Any bike that is used for commuting should have those things.

As far as security on gravel and crappy streets, the slightly wider tires and upright riding position help quite a bit, but you still can't let your guard down. I hate/fear loose gravel more than anything.

Terminology: what you term "comfort" bikes, I think of as "city" bikes.