comment-empty-lines

comment-empty-lines is a variable defined in `newcomment.el'.
Its value is

nil

Documentation:
If nil, `comment-region' does not comment out empty lines.
If t, it always comments out empty lines.
If `eol' it only comments out empty lines if comments are
terminated by the end of line (i.e. `comment-end' is empty).

You can customize this variable.