As far as I understand it, the comparator warnings are only used to indicate a failure, so they would never illuminate during a normal flight.
For example, the GS comparator would illuminate if you had the same frequency tuned into the VHF NAV 1 and VHF NAV 2 radios and the NAV 1 radio was indicating that you were below the glideslope, and the NAV 2 radio was indicating that you were above the glideslope.
Mark - Just Flight