There isn’t really a direct comparison to some of these tools, primarily because there doesn’t need to be. Atlantis and Terragrunt just work around deficiencies in the Terraform ecosystem.
Pulumi’s equivalent for Modules are components resources, which will differ in structure depending on the language you choose. For Python, you can just create a “components” directory and reference it.
If you want PR comments on your pull requests, you can use the Pulumi GitHub App. If you use Pulumi deployments, you can also trigger an up on merge as well