Activating won't change how you can or cannot jailbreak it.
The jailbreak that Comex has working is a userland jailbreak that will require your iPhone be activated to use anyways. It does NOT do hacktivation ( to my knowledge ).
You bought the device and it used up your upgrade with your carrier. If you don't activate I don't think they care, you extended your contract with them already. The only way to roll that back would be to return the phone. You will NOT be able to order another iPhone for the same number with the early or any other non full price upgrade. It will not become unactivatable.