In addition, celebrities avoid commenting because they are always afraid of getting into a controversy, since the slightest error in their response can cause the whole world to persecute them. As a woman (this type of message is usually from men) I have people who will comment on my appearance. It's the equivalent of a digital cat call. If you want to see how much girls enjoy it when it happens in real life, see how much fun this girl is having.
Personally, I've had a lot of success contacting celebrities like Ian Mckellen, Felicity Jones and Liam Neeson using more traditional methods of sending fan emails, but there are celebrities who also respond to DMs. While some celebrities never respond, maybe because they don't actually manage the account themselves, OneHowTo shows you everything you can do to get a celebrity to respond to you on Instagram.