These operators aren't defined between complex numbers. I think that the reason is that Complex numbers represent co-ordinates. So, we can't say whether $(6,4)$ is greater or smaller than $(-8,1)$.
But why are they defined between positive and negative integers? I think negative numbers simply represent the opposite of what positive numbers represent. And, opposite doesn't mean less. They just represent the other direction. How can we say that $5$ units North is 'greater than' $3$ units South? They're different things.
The reason you want $-3<5$ is so that you can say $(10-3)<(10+5)$, i.e. if $a<b$ then $a+c<b+c$, for all integers $a,b,c$.
If we don't allow comparisons between positives and negatives, this rule would only hold sometimes. You would have $3<15$ and $(3-20)<(15-20)$, but not $(3-5)<(15-5)$.