I think the only way for OpenID comments to be removed is manually. You can do it manually or your friend can sign in here with their OpenID account and can go to the recent comments posted page to see the list of comments and delete them that way. Depending on how many comments you usually get, you can use the page that shows recent comments on your account to do the same.

I don't know if there has been a suggestion to make the banning user's comments work the way you were hoping but you could definitely toss it out there for debate.