I was able to get this to almost work by adding these lines to index.php.
<?php $withcomments = 1 ?>
(below the get_header(); block)
<?php comments_template(); ?>
(above the <?php endwhile; ?> line)
The net effect is it leaves the comments open, but the unfortunate side effect (at least on my theme) is that the large grey box is there all of the time, even before the user starts typing in. Haven’t figure out a way to get rid of it.
I’d also like to have this option.
This thread seems to indicate it isn’t possible.