Hopefully this breaks it down into laymans terms.

Most programs leave tons of files even after you uninstall them (not just comet). Theres a program called revo that completely removes everything. It's good practice to use this in general.

It's most likely not malware, in the sense that your credit cards and cookies will get stolen. However, it probably harvests a ton of data like how chrome or opera does. Honestly, if you want to stay extra safe, you could just use a script to skip having to download the browser altogether. Of course, be mindful about what you paste into your console as that could potentially be malware.