Adobe Designer does not allow Italics style to be added.
The Comic Sans MS only comes in two weights, regular, and bold (Comic Sans MS, and Comic Sans MS Bold) that’s the reason why the style is not applied in Designer.
Suggested font substitution as it seems that Lucinda might be a close match, and it has an Italic font weight, but Comic Sans MS does not have an Italic weight.
“A synthesized font is an italic, bold or bold italic font created by Windows by artificially emboldening or slanting the regular weight of the specified font. This is more common than you might think. For example, you often see Comic Sans MS Italic used on Web sites even though no such font exists. Here text is rendered using the regular Comic Sans MS which has been slanted by Windows.”
This site explains: http://www.microsoft.com/typography/web/embedding/weft/weft16.htm