If you are talking about comments posted on a WordPress blog, those comments are spam and should be removed.They are unrelated to your post and dilute the content on the page. The spammers are trying to scam you into thinking that the links are from people who work at major search engines.
There is no value to your site whether or not users leave links to sites. Unless you have disabled the nofollow feature, all comment links on WordPress blogs are automatically neutralized using the nofollow attribute.
My advice is to use the Akismet plugin and report every one of those links as spam.
"Democracy is two wolves and a lamb voting on what to have for lunch. Liberty is a well-armed lamb contesting the vote." -- Benjamin Franklin