Ouch! I've had to fix up something similar after a conversion and I couldn't reconvert. . It's not pretty. It's a hack. It's almost harmless though if it fails:
Run an SQL statement to select the comment post id # and comment author from the wp_comments table and write those to a file. Then write a script to read the file and dig out the real name and comment number and output a series of SQL update statements. Then you run the file of SQL update statements. (Backing up the DB first, of course)
I've got a Ruby script I can share that might get you close but its not an exact fit to your problem. Or you could use it as pattern to write in your favorite scripting language although the process I just described is probably enough. It's a short script. Or you could do some clever search and replace in your favorite text editor that would turn the file of #ids and unconverted authors into a file of SQL UPDATE commands. Email me if you want the script.
Either way, It is a PITA but quite doable. There might be a plugin somewhere that changes comment author names, so I suggest you look for that first.
As to why the comments authors didn't convert, I don't have clue. <![CDATA ... looks like an XML comment (not a field value) but I could be very wrong about that. It's quite likely your browser thinks its a HTML comment so it wouldn't show it. HTML, XML and Blog Comments are very different things and somehow your conversion went wonky with the XML export or import and I suspect export.