For the sake of Science I tried a little experiment to see what comments I could find. The goal is to get to Game Purchased comments.
First step was to get to another user's page that is not my friend. Easy enough, but different categories. First I will get to a user that shares a mutual friend with me. For ease of explanation here is a key (basically the steps away from me):
0 = Me
1 = My Friend
2 = His/Her Friend
3 = A friend of 2, but not 0 or 1
X = No idea how user would map to me
Note that a user's can make their page private which would make anyone not on their friends list unable to see it. You can, however, still see their screenshots and such through game community pages.
I can see screenshots, videos, recommendations, inventory, badges, achievements, groups, friends, and list of owned games. I can also see the comments on their page as well as on items above. These include comments by 3 and potentially X.
The only place I found to get to the game purchases is through the Activity Feed, which I only have for myself. However, I can see comments by 2.
Now for the second user (X category). Go to TF2 community hub, pick random user. I can see everything that I can with 2 user. No differences here.
The most private way to make a comment would be through a recent purchase. These only seem to get displayed in the Activity feed. As far as I can tell, the Activity Feed can only be accessed for the logged in user. This means comments on recent purchases can only be seen by any of the purchaser's friends (and of course the purchaser).
The safest way to relay a private message to a user would be through the chat feature, which now works when users are offline according to it's message:
they will receive your message the next time they log in.
This testing was done using the Steam client.