I don't think this is possible out of the box; I would like to have a background color for the whole issue and or comments that have a security level value set.
This would allow to visually see directly if an issue or comment has security value set.
I have not seen anything in the generated HTML for the comments which have a security level set; I guess it would need Atlassian to change the:
<div class="issue-data-block activity-comment twixi-block expanded" id="comment-141449">
</div>
into something like
<div class="issue-data-block activity-comment twixi-block expanded security-level-valueOfSecurityLevel" id="comment-141449">
</div>
Then we could set a CSS class to "highlight" the comment(s) that have a security level value from "normal" comment.