I always enjoy your videos (and especially liked your passion at the end of this one!). As for why Comodo was penetrated so easily here, it is due to that stupid default sandbox setting that they are using.
At default settings the sandbox is set to only protect files coming from the Internet, which means ONLY things in the Downloads directory will be auto-sandboxed (isn't that insane?). As your malware pack wasn't in that directory none of these things were isolated and thus got through. In order to rectify this foolishness, CIS users should make this change to the Sandbox setting- Edit the first “Run Virtually” setting from “Internet” to “Any”. The sandbox can (and should) be tested with the following calculator app:
http://www.mariottini.net/roberto/superbcalc/
Download the above app twice- put one in the Downloads directory and save another one to the desktop. When the above java calculator is run, one should get a sandbox popup as well as seeing the app itself as well as a text license agreement box bordered in Green (showing that these things are isolated). Resetting the sandbox will wipe them out. Without the sandbox setting change it can be seen that Comodo will only isolate the one in Downloads and not the one run from the Desktop; which the setting change both will be in Jail. And by the way- the sandbox is set to run in Full V mode all the time- the old Partially Limited, Limited, etc don't exist anymore.
But it actually was good that you tested in the way that you did as it exposed the relative ineffectiveness of Comodo's AV (which is why I would never bother with CIS and instead go with CF).