What’s the correct way of moving a menu page to a submenu

By adding post_type to add_submenu_page menu slug it will active CPT page menu. then you have to add parent page as that CPT to that commnet page by using submenu_file filter.

# Move comment to CPT

function wpse354847_relocate_comments_in_admin_menu()
{
    // Remove existing parent menu.
    remove_menu_page( 'edit-comments.php' );

    // Move Comments under Complaints ('complaint').
    add_submenu_page(
        'edit.php?post_type=complaint', //$parent_slug
        __( 'Replies', 'wpse354847' ), //$page_title
        __( 'Replies', 'wpse354847' ), //$menu_title
        'edit_posts', //$capability
        'edit-comments.php?post_type=complaint' //$menu_slug
    );
}
add_action( 'admin_menu', 'wpse354847_relocate_comments_in_admin_menu' );

# add active page for parent page

add_filter('submenu_file', 'menuBold');
function menuBold($submenu_file)
{
    global $pagenow;
    if (( $pagenow == 'edit-comments.php' ) && ($_GET['post_type'] == 'complaint')) {   // The address of the link to be highlighted
        return 'edit-comments.php?post_type=complaint';
    }
    // Don't change anything
    return $submenu_file;
}