The comments stay with your off-line copy of the program and are not downloaded to the PLC. The only FANUC PLCs that might be able to this would be the new Rx series.
When you add comments with versapro only an instruction comment is sent to the PLC. The comment file stay in your PC. So when you upload from the PLC in a new folder, you will see the instruction Comment without any text in it.
You have to keep backup of you program file in order to keep your comment in the ladder.
Versapro doesn't do it. If you look for other options, please look for Horner APG products. The software tools are the similar as followed by Versapro but with much more advanced function blocks. You may visit http://www.heapg.com if this interests you.