Thanks for the additional information. I reproduced this issue. It’s the bug.
As we apparently allow just ‘edit-comments.php’ URL under ‘block on not selected’ model URE blocks by default any URLS which differs from ‘edit-comments.php’.
I should add ‘comment_status’ to the list of allowed parameters for ‘edit-comments.php’. I will do it with the next update to User Role Editor Pro.
I will let you know when development version with this update will be available for testing. I will try to prepare it until October 10th, 2016.