I have had a sprawlingly long spam comment (some guy advertising himself) on one of my activity threads for the best part of a year. Is it wrong of me to want to destroy it and is it possible?

No, it's now wrong, and yes, I wish we all could delete them!

If you PM me I will remove it. I delete the ones I see, but do not check every post.

I think they are referring specifically to comment threads for their games and not on the forums. One of OP's games has over 100 comments and they're mostly garbage. Moderators don't have access to modify or delete those. All we can really do is categorize games and then some limited ability to move/merge threads and delete comments within the forums (one at a time, no less. can't even batch delete).

Pixie is the only one that's going to be able to clean that stuff up, unfortunately, and there's no system in place to locate that kind of spam without manually searching every game or it being reported through a PM.