Octave-spanning frequency comb generation in microresonators is promising, but strong spectral losses caused by material absorption and mode coupling between two polarizations or mode families can be detrimental. We examine the impact of the spectral loss and propose robust comb generation with a loss of even 300 dB/cm. Cavity nonlinear dynamics show that a phase change associated with spectral losses can facilitate phase matching and Kerr comb generation. Given this unique capability, we propose a novel architecture of on-chip spectroscopy systems.