Yes, the commenting facility is a smartshape that is inserted into the document with some special markup to pick up signed in user, date stamp, not to appear in export etc. This is one of the few smartshapes that was designed specifically for Cloud; desktop doesn't have this SS so it's not expected to work properly (and appear as an inactive shape).

I don't think theirs any plans currently to enable this functionality in desktop, although that may change in the future.