We are sorry for the trouble. As described the comments doesn't show in the PDF
++ Adding to the correct suggestion by try67
Making comments and saving to PDF is a MS Word process and Acrobat doesn't have a hold on it. The PDF so created may or may not render/display properly with Adobe Acrobat Reader DC.
You may consider creating PDFs using Adobe Acrobat DC application and then make comments on the document. For more information about Adobe Acrobat DC please look at the help page https://helpx.adobe.com/in/acrobat/faq.html