Why does honey stored with the comb last longer?
Bees add enzymes to honey that prevent crystallization. These enzymes are destroyed by many of the processing techniques, like heating, but such techniques also physically destroy the comb, so they're not used on the honey that is in the comb.

This type of honey is also called raw honey sometimes. 

As a side note, crystallized honey is fine for consumption. If you want to get rid of the crystals you can easily do so by heating the jar a bit.