Boring old static formats always work:

proc format;
value axis 0.1='0' ;
run;
data _V/view=_V;
set Comments;
Comment0 = ifn(Comment =0, 0.1, Comment );
Response0 = ifn(Response=0, 0.1, Response);
format Comment0 Response0 axis4.;
run;

proc sgplot data=_V noautolegend;
scatter x=Comment0 y=Response0 ;
xaxis grid type=log ;
yaxis grid type=log ;
run;
even on negative data:

proc format;
value NEG 0.1='-0.1'
1=' -1'
10=' -10'
100='-100';
data LOSSES;
merge SASHELP.STOCKS(rename=(CLOSE=CI OPEN=OI) where=(STOCK='IBM'))
SASHELP.STOCKS(rename=(CLOSE=CM OPEN=OM) where=(STOCK='Microsoft'));
LOSSI=CI-OI;
LOSSM=CM-OM;
if .