Hey Daniel,
The fact the track is loaded to the collection when previewed or edited is normal, rekordbox presumes you want to eventually add songs when performing these functions, so it does that for you. And given that a MyTag can only be added to a song in the collection, it would naturally require it to be within the database (in the collection) for the tags to be added or edited. But you're right, editing the MyTag in the Explorer view did not update the comment field -- I'll pass that along.