Journal requests reviewers' comments from previous submission to other journals
I haven't encountered this myself, but as an editor, I think it would work in the author's favour if:


The review comments were generally positive, but the first submission was to a higher impact journal with a very high bar for acceptance; or
The review comments were mixed, but the authors have convincingly addressed all the major criticisms in revision the manuscript before submitting it to the second journal.


In this case, the author benefits because the editor and reviewers for the new journal are likely to treat the paper as a revision rather than an initial submission, so the re-review may be faster and requested revisions may be more likely to be minor.

It would work against the author if:


The review comments were very negative or impossible to address in revisions; or
The authors have chosen not to revise the manuscript and respond to reviewers' comments; or
The original submission was sent to a journal that the editor of the second journal believes has low standards for acceptance.


In this case, as an author, I would be inclined not to comply with the request.