I'm getting the same behaviour with Comodo.
I _think_ it's to do with the phorm.com hostname resolving to multiple IPs :-
88.208.250.66
88.208.250.85 and
207.44.186.90
I suspect Comodo isn't blocking the individual IPs, it's blocking the whole range from 88.208.250.66 to 207.44.186.90 - which encompasses the VM DNS servers (were your alternate DNS servers outside this range ?) and also the modem config page (192.168.100.1).
I tested this by blocking news.ntli.net (resolves to 62.253.170.163 and 80.5.182.99) and that stops me accessing
www.google.co.uk (uses IPs 64.233.167.##) and
www.namesdatabase.com (IP = 67.129.97.31) but DNS still works as does the modem config page and most other web pages.
Not an exhaustive test , but i think that's the problem.
BTW, adding the 3 individual IPs that phorm.com resolves to (not as a range!!) does block phorm.com without the adverse effects.
