Comments don't want turn off
This setting only sets the default for nodes, so already created nodes will still have their comments turned on. Easiest way to update all the nodes is with a couple of SQL statements, back up your database first.

UPDATE node SET comment = 0 WHERE type = 'your_content_type';

UPDATE node_revision nrev
  INNER JOIN node nd ON nrev.nid = nd.nid AND nd.type = 'your_content_type'
  SET nrev.comment = 0;


then clear cache.

Note that comment can equal the following:

0 = disabled
1 = readonly
2 = read/write.

More details at How to finally disable comments on content type?