Yes. Philae's weight on the comet is roughly equivalent to a few ounces/100g* on Earth. It's why there's so much concern about it not being anchored correctly; deploy the wrong instrument and you might push it away from the surface and out into space. So there is a significant gravitational attraction from the comet, just not very much!
* I've seen a few different estimates for this, but it's of this order.
