You cannot delete a comment on a submission on the FEX, even your own comment. However, comments can be deleted by the admin. Make a request to the Matlab Central administrator. Explain that you wish to delete your own comment, and it will happen quickly. (I assume I should not give out the e-mail address of this individual online, but I think that person has a valid nickname. I'll check on that.)
Note that you CAN edit a comment made on a FEX submission, as long as you do so reasonably quickly. In fact, I've done this often enough. As long as I do not leave the page where I made the comment, I can resubmit a comment that will replace the comment I just made. I don't know if there is a time limit on this, so it needs to be before the database is updated or not.
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