Tracking this back it seems that this is what happens when you use the Rekordbox mobile app to add tags to songs and re-sync back. The tags are then not added to the comments field.
Add a tag (e.g. "remove after sync") and after syncing back, bulk remove this tag to get Rekordbox to sync the My Tag changes to comments. It's an extra step, but addresses the lack of Rekordbox mobile app functionality.