Again from anecdotal evidence rather than actual testing, it seems that companions only have comments on places that you would have been to originally with them in the roster during your class story, with a few exceptions. So, for instance, for an Imperial Agent the only companion who has any comments about Hutta, Dromund Kaas, Balmorra, Nar Shaddaa, or Tatooine is Kaliyo(yes, that's how many planets Agents go without getting a new companion). Like I say, I haven't done any serious testing on this issue, but a couple times I dragged Temple to DK because I thought surely the Empire's own cheerleader would have something to say about the capital world, but not so much as a peep.
Yeah, that's what I've mostly found as well. You'd think at least one for the homeworld would pop up. I hauled Gault around Alderaan cause you get him prior to there but nada so far. I'm checking out the other companions and looking for new spots to try.