The select list with available languages is placed near the Import button. This is very strange what you didn't note it.
Hm... I see several solutions of current situation.
1. You could disable separation of comments by language (search through forum for 'multilang_support')
2. You could update comments table via SQL-query and set appropriate language code for imported comments:
update jos_jcomments
set lang = 'en-GB'
where source='joomlacomment';
(change en-GB to appropriate language code if you aren't using English as default language).