Comprehension means to map the items in a sequence-independent of each other which is not suitable for aggregations. In your question, where the sub-list an item appends to depends on a sub-list with a previous item appends to.
You can produce the desired output with a nested comprehension if you must, but it would turn what would've been solved in O(n) time complexity with a loop into one that takes O(n ^ 2) instead:
{k: [v for s, v in mylist if s == k] for k, _ in mylist}
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