Google "jira last comment add-on"
I have a personal favorite at https://marketplace.servicerocket.com/product/jira-utilities-plugin since I work for ServiceRocket but there are a few others too, or a scripted field as Nic pointed out, with ScriptRunner
JQL gives you a list of issues, noting more. It has nothing to do with displaying data from the issues.
You'll need to think of a way to get the data you want out of whereever you are using the filter.
A standard answer is to use one of the add-ons that provides "last comment" as a scripted field - you can simply add it to the columns in an issue navigator.
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