This happens so often, because new users don't have enough reputation to post comments. To deal with this, flags are raised and mods will move the answer to a comment. Wouldn't it be more efficient to just allow new users to post comments right away?
When I wrote the question, I didn't think about reviewing new users comments. Indeed, since we do not review comments, it makes sense not to allow anyone to write comments.
So, in these cases, we should flag those answers, but no need to tell new users that it should have been a comment, since they can't comment anyways. After users reach enough reputation to comment (50), then they should be warned.
As Rondonctba points out commenting is a right you earn by providing valuable answers.
Re Philippe: I don't think a warning is require when you gain this privilege, if you have earned it is because you have provided insight and value to others through your questions and answers, and a few down votes or moderator comments will usually be enough for people to learn how to behave.
Mods get to review, and if they add value move them to the comments section, if they don't we get to guide people who are new to the site. Often if the comment is valuable and I move it I will also give it a comment up vote to reward the poster for their efforts, else I will try to provide meaningful feedback to assist them.