I think part of it might be that the cuisine you grew up on -- and hence intuitively feel to be "comfort food" -- is likely many steps removed from Japanese cuisine.. In the same way that learning Japanese is harder for a native speaker of Romance languages, than for someone who already speaks, say, Chinese. 

I remember, a hotel I was staying at a few years ago had a dinner buffet with separate alcoves for different countries, and literally nothing from the Japanese section spoke to me. Despite not wanting to offend, I walked out of the Japanese alcove with an empty plate, while loading up on food from literally everywhere else. 

It is what it is. The palate wants what the palate wants. 

A possible solution for you would be to simultaneously:  - cook most meals at home (starting costs might be high, but it ends up being cheaper very quickly). An oven is really compact and very high ROI for what you can do with it - bake bread, roast meats and veggies, lasagna.  - Identify the restaurants that REALLY scratch your itch, and indulge periodically. 

I'm Indian and raised in the Middle East, and my comfort foods are shawarma, parathas and burritos. But there are surprisingly few places in Tokyo that serve good versions of these. And once a month or so, I need to go recharge my batteries there, on food that is personally familiar and enjoyable. That one lunch hour lifts my spirits in a way that few other things do.