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Hi,
The might be submitting the comments via REST API or some other direct method, even if they don’t have access to the comment form. Under Construction Page is not meant to secure the website, it just displays the Under Construction page/message to users so that they know the status of the website or whatever else you wish to communicate to them.
You could install a reCAPTCHA plugin like our own https://projectdmc.org/plugins/advanced-google-recaptcha/ and enable captcha for the comment form which will prevent them from submitting a comment without the captcha token. And they won’t be able to get the captcha token if the page is blocked by UCP 🙂