How to create a Rule to create a new entity of type Comment and a body with tokens?
Have a look at Comment # 10 of the Rules (support) issue titled "Access and Set Comment extra fields ". It includes a Rule example that looks like so:

{ "rules_test" : {
    "LABEL" : "Comment bot",
    "PLUGIN" : "reaction rule",
    "REQUIRES" : [ "rules" ],
    "ON" : [ "node_update" ],
    "IF" : [
      { "entity_has_field" : { "entity" : [ "node" ], "field" : "field_status" } }
    ],
    "DO" : [
      { "entity_create" : {
          "USING" : {
            "type" : "comment",
            "param_subject" : "zzz",
            "param_node" : [ "node" ],
            "param_author" : [ "node:author" ],
            "param_comment_body" : { "value" : {
                "value" : "This text will be replaced in the next action.",
                "format" : "filtered_html"
              }
            }
          },
          "PROVIDE" : { "entity_created" : { "new_comment" : "New comment" } }
        }
      },
      { "data_set" : {
          "data" : [ "new-comment:comment-body:value" ],
          "value" : [ "node:field-status" ]
        }
      }
   ]
  }
} 


The clue to solve your issue (= work around?) is to use that last Rules Action starting with "data_set".