Comets were once a popular design for weather vanes; particularly in the 18th/19th century. Several reasons for this I think.
Firstly to commemorate the coming of a comet (whether Halley's comet or not). This happened less often than some would have you believe. More likely people became comet minded rather than trying to actually commemorate the coming of a particular comet.
Secondly it was not a weather cock. Weather cocks became associated with the Papacy after a Papal Decree in the 19th century said that the figure of a cock should be put on every church steeple as the emblem of St Peter. (A cock is an allusion to his three times denial of Christ before the cock crew twice). I have read that this Papal Decree was the cause for a lot of churches on the continent losing fine specimens of early weather vanes. This is favourite where St Helens is concerned I think. In the great rivalry between High and Low Church that festered in Norwich, St Helens was always a bastion of the Low. Fellow Flickr photographer and habitual Church Visitor Simon_K will probably want to expand on this theme if he swings by here.
Thirdly as a symbol it chimed in with the scientific ethos of the Age of Reason and beyond.
Fourthly there are only so many designs that are suitable to be a weather vane for a church and be effective in its job; it must have a point and a tail.
Fifthly there is an aesthetic satisfaction in looking up at a tower or steeple and seeing a heavenly body on top.
Sixthly they only had comets in stock in ye olde weather vane shop that day.