I only just realized this was a thing, and I don't understand the point of it. Comments to hidden posts are hidden from everyone except Editors and Mods anyway, so what is the point of having non-hidden comments that are still hidden from view to everyone but Eds and Mods?
Sorry if that was confusing.
All users can still see their own posts, even if they're hidden. So if you hide a question, the asker can still see it along with all visible comments. If you hide a comment on that question (assuming it was made by someone else), then the asker wouldn't be able to see that. It also affects the editing ability of editors/mods, since we can edit "visible" comments nested on hidden questions/answers, but we can't edit them if the comment itself has also been hidden.