When this occurs, this can be achieved by going to the ribbon and select Review - Add Comment. The context menu in these cases where spellchecking suggestions are displayed might have many entries and become too large - hence the other path by using the ribbon.
As far as I've seen, for the moment we can't add comments on words, that are declared as misspelled. I don't really see why we shouldn't be able to. We always have to "Ignore All" or "Add to dictionary" for then being able to comment it.
Best regards
Burim
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