I can access my Creative Cloud PDFs though my browser (Edge). I can also add comments. But if I download the file, or access the copy on my hard drive, there are no comments??? Why? Also, as an FYI, it has become increasingly confusing to access 'CC files', but also have a CC app for general upkeep of my Adobe programs and updates. It's primarily a branding issue, but it's very sloppy on Adobe's part to glom together these completely distinct functions/programs/storage locations.
I suspect your browser uses a different PDF viewer that is neither Acrobat Pro nor Acrobat Reader. You'll need to ask Microsoft about that.