It is (or can be) displayed that way on custom comment pages, IIRC -- it's displayed as numbers in the site skin, but I think you can set it up so you can display dates any way you'd like with custom comment pages.

If you, like me, despise custom comment pages with the intensity of a thousand suns, you may want to make a suggestion with your proposed changes -- it's different enough, IMO, to deserve a new suggestion for it!