At present, there is no access to this property except through the service (Report settings). When republishing the pbix, it will overwrite this setting with whatever the report is set to. There is no way to change this setting in the pbix. Nor is there a way to even view it. So the workflow is:
This function of Add comments to a dashboard or report applies to Service and does not support use on Desktop. So once you republish the report from Desktop, it will directly overwrite the previous report, unless you rename your report and then publish it. You can add comments to the renamed report .
Until now, comments has always been a property of Service. If you want to implement the setting of this property on Desktop, you can mention your thoughts to the Ideas Forum . If a feedback is high voted there by other customers, it will be promising that Microsoft Product Team will take it into consideration when designing the next version in the future.