I would distinguish between three types of "bad" questions.
The first type is where the problem is not with the content itself, but with the structure (for lack of a better term). The most obvious example of this situation is a story-identification question that is lacking details. In such cases you will find comments "critiquing" the question, and asking for clarification. For example, comments might ask the questioner when he read the story, in what medium, what were some of the main plot points, etc.
In such a situation, these comments are perfectly acceptable. Of course, they should be written in a polite, nice way, but there is no way to address these concerns other than via comments. You can't post an answer saying "please provide more details", because that is not actually an answer.
story-identification questions are somewhat unique in this regard. However, other types of questions can also have structural issues. Perhaps it is not clear from reading the question what the actual question is. In such a case comments would be used to try to draw out what the actual question is.
Then there are the questions where the content itself is the problem. This group can be further subdivided into two categories. One category consists of questions where the question is based on incorrect premises, incorrect reasoning, or some similar mistake. In such a case where you can definitively state that the questioner is wrong, I would say that you should post an answer. I don't think there is a need for comments that undermine the entire question, because that's what an answer should do. So in these cases I tend to agree with you that there should be fewer comments.
The other subcategory is where the question is based on not-necessarily-correct premises, not-necessarily-correct reasoning, or something similar. In these cases you can't actually definitively state that the questioner is wrong. The questioner might not be wrong. However, there is nothing in the question to show that the questioner is right. So you can't really post an answer saying that there is no question because certain points are wrong, because that's not really true. The best you can say is that there might not be a question because the certain points might be wrong. In such a case comments would be the proper medium to express this. A simple comment saying something along the lines of "your question is based on unsubstantiated premises, so how do you know it is really a question" would be quite useful. The questioner would then be forced to explain why he/she feels the question is compelling, or admit that the question is not compelling.
Note that in either of these two subcategories it is still possible for there to be a separate answer that doesn't deal with the problematic aspects of the question.