When you press shift-drag to sweep out a selection to grab many items, comments that are not attached to an object don't get selected. When you do a big move, the comments are left behind.
I can't always attach a comment to an object (e.g. it won't attach to line segment for example) and so my diagram is going to have a few floating comments. I must often relocate groups of items and their comments so it would be ideal if comments were just as easy to select in the shift-drag action.