No results behavior - HTML link
You may want to investigate Page Manager (Ctools suite).  This module allows you to intercept a URl and create variants based upon conditions (contexts) from the URL call.  Page Manager works very well with Panels which allows you to break down regions in your them into subregions and insert views in the panel.  Panels is fairly easy to use and even if you do not want to include additional sub regions, it combines well with Page Manager to accomplish what you want.  You can find more on how to use Page Manager at nodeone.se
By way of an example  you could create a panel page using Panels or Page Manager (it works the same starting in either module).  If the path were /blog/%blog then the page definition will intercept all /blog/anything URLs.  You could then create two variants, one to act if there are no comments and one if there is. You would then add a layout and include a view for each one.
Another approach might be to use Page Manager variants to redirect a URL request to another location so one could call the View directly and the other could go to the comment form.