I removed Wordpress's commenting feature, and replaced it with Facebook's commenting. And no, they're not alerts for people putting comments through the FB commenting / or people trying to. and they're just spam bots who do this anyways, the way it has always been. Its weird... as if wordpress has some glitch in it or something. but since I removed WP comments, I wonder what would happen if I clicked approve. I suppose I could leave a comment myself so that no spam links show up, in case the comment shows up.
Why do you even care if you already disabled WP comments? Just let them stay as 'pending' in your dashboard, they will never go live anyway.