posting a comment on cached page I am a bit confused now - is it normal behavior that posting an anonymous comment on cached page invalidates ALL cached pages for whole site for current anonymous user? Beacouse that is exactly what I am experiencing now. Moreover, current anonymous user is not able to cache pages by visiting them in browser. Is it a bug or is it some sort of a cookie? Thank you for answers.

UPDATE1: I created fresh install, set up a few testing nodes with anonymous commenting enabled and it seems that after submitting comment, drupal adds a cookie. In response headers there shows no-cache on all pages.

UPDATE2: I tried @mikeytown's suggestion and tested out alternative database cache http://drupal.org/project/adbc and it turned out to work ok with anonymous comments. After posting a comment on a cached page - all other precached pages are served from database for current anonymous visitor. This is what I expected as default behavior from core drupal cache. As a sidenote - in addition to that I tested content refresh module http://drupal.org/project/content_refresh which flushes cache of the page immediately where comment is posted, which turned out to be working pretty good.

Next I tested submitting comments using ajax http://www.test.eotazky.sk/admin/config/content/ajax_comments . This solution created a session which disabled access to cached pages to current anonymous user. Clearing browser's cache helped.

I tested also other forms on cached pages like poll or closedquestion which use ajax to submit forms and it seems to me that all ajax submitted forms set a session that disable access to cached pages for current anonymous user.
You could give Alternative Database Cache a try. Set the minimum cache lifetime and you should see pages cached within the cache lifetime window not being cleared. Clearing the cache when a comment is saved is default behavior; look at the bottom of the comment_form_submit function if you wish to see the call to cache_clear_all.

As for the cookie, it is most likely being set because of calls to drupal_set_message; also noted is comment_form_submit calls user_cookie_save