So I did some digging and apparently this mess is because Home Assistant itself does not speak YAML but JSON, no YAML files exist, and if you click the button labelled "Edit as YAML" then Home Assistant looks at its JSON files and conjures up a YAML for you to look at. When you hit Save, HA converts the YAML to JSON (which doesn't support comments (which makes it useless by default)) and discards the YAML, poof gone
WHY DOESN'T THE BUTTON SAY EDIT AS JSON AND JUST LET YOU EDIT THE JSON THEN FFS