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Can someone explain what this kind of comment is meant to be and what is the history behind it? It looks grammatically incorrect, and I can't reorder the words to make sense either.

It's the application of the titular "doge meme" to a message expressing grief. The history behind it is the history of the doge meme itself:

https://en.wikipedia.org/wiki/Doge_(meme)

The reply comment "wow" is also part of the doge meme, and the two comments together form another kind of a meta-meme, where one person writes an unfinished, but straightforward reference to something, and the reply commenter completes that - a traditional "call and response", also very popular in songs.

https://en.wikipedia.org/wiki/Call_and_response

Wow

Can we please start a fund to have Kabosu's remains sent to the moon? It's all she ever wanted.