Hi Carl,
The venue type is declared without support for comments. To add support you could place this snippet in your theme’s functions.php file. Note that you may also then have to edit the venue(s) and enable Allow comments (in the “Discussion” metabox, which will probably display right below where the Venue Information is entered).
This might not be sufficient in itself, depending on your theme, but would at least take care of some of the initial work you’d need to do.