Among other things, some graph DBs are designed to perform the equivalent of "with recursive", filtering by attributes as you chase links and/or calculating statistics over subgraphs, more efficiently than SQL databases.

If you're just pulling up a tree of comments on an article using parent-child relations, SQL will be fine, though for query latency you might be better off with a "flat list" article-comment relation instead and recovering the tree structure after fetching the comments.