Hello @Urban Jarl,
Welcome to Atlassian Community. It's nice to meet you.
Since the the page export doesn't export comments, you'll need to save the page to PDF using your browser. Usually this option is under your Print menu option. Look for something that says "Save to PDF". Let me know if you have any trouble and include the type of browser you're using.
We have a feature request for this below:
Please vote on it if you would like to see this feature in the future!
Thank you for testing that.
Chrome 57.* is not supported by Atlassian Cloud products. See Supported Browsers for the full list.
I've tested this on a page in Confluence Cloud, using Chrome 78.* and the comments were included on my printout. I recommend that you upgrade your browser and test again. Let me know how that goes!
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