As of right now, there is no way to change the colors of the comment edge border. There is a general setting though that controls that nesting border. By default it's set to thick style. Try the thin style and see if thats more to your liking.
As for whether the color will ever be configurable. I don't think we've gotten this request before so I don't think it's on anyones radar right now. If you have the time, we would really appreciate it if you create a feature request for it on GitHub :)