How does the comparator work internally?
There's a (simplified) schematic on page 11 of the datasheet you linked that shows why the output can either be low or high-impedance, but not actively pulled high:



This shows an open-collector output. When the current flows in to the base of the output transistor, it attempts to pull current in to its collector, leading to the output being actively pulled low.

When no current flows in to the base of the output transistor, then there's nothing pulling current in to its collector. But there's also nothing pulling the output high, so we have a high-impedance output.

There's no operating condition that leads to current flowing out of the output pin and driving the output high.