The purpose of the suspension is to keep the tires in contact with the road. If the road is smooth, sport mode will give you the best handling. If the road is rough sport mode might not absorb the bumps quick enough and the tire could leave the road momentarily.
Conversely, comfort mode will absorb larger bumps, but the bike can wallow when pushed hard, or when in strong winds.
That is why we can change the mode on the fly, so we can adjust for changing conditions.
Would start by assessing the road condition, then the weather, to find what works best for you.