Both forms are very close but there is a very slight difference:

> Il faut savoir se comporter en adulte

somewhat implies that the person is an adult (or close enough) and has to behave as such

> Il faut savoir se comporter comme un adulte

can be addressed to someone who is not yet an adult.

In the second example, *se comporter comme un homme d'affaire* suggests the person might not be a businessman, but rather someone who fakes being one (or aspires to be one). 

With *se comporter en gentleman*, the behavior tend to be genuine, innate while with *se comporter comme un gentleman*, the behavior tend to be artificial, acquired.