When leaving a comment on an object, it goes without saying that comment belongs with that object.
It is currently not possible to group the object and the comments on it, so moving the object will leave the comment behind.
I would argue they should not only be groupable, but also be grouped by default. Then it’s still possible to ungroup them if needed, but I suspect that use case would be rare compared to the amount of use cases where the user would want the items to stay grouped.