Slightly tangential, but Markdown does actually "kinda" support comments with a little bit of abuse of the link syntax. Almost every renderer will swallow the comment in the following example:
> This is a quote of some kind
[//]: # (This won't be in the rendered output.)
Blah blah blah
Keypoints brings a lot of other things to the table than just comments, including an upcoming possibility of crosslinking between PDF docs [0], but I've wanted to add annotations often enough to small Markdown documents enough that I've memorised the above little trick. It even works with the original Markdown.pl implementation.