Low voltage shutdown with regulator using microcontroller
A supervisory/comparator or circuit is required if you want to do LDO enable control. One other option are LDO's with undervoltage lockouts which essentially have a comparator built in. Like the one in this question.

LDO with low-voltage cutoff?

Your right, you can't use a microcontroler to do undervoltage control, because it needs voltage to run. You need an external circuit. Another option is to use a pmosfet to do the control, which doesn't require a comparator.