This is a tricky situation.
In the past, unless it's continuous troll spamming (like 50 or so comments in one page saying "Your the wosrt comic fag lol"), I tend to leave comments alone.
My reasoning for this is that although some comments may be creepy or distasteful, it doesn't really say much about me or my comic, but it does speak volumes on the person that wrote it.
Unfortunately, webcomics are a public thing and anyone can see them and leave a comment.
I don't know what this guy has been posting, but unless you start pandering to him, his comments will reflect on him and him alone.