How can I ensure comments (by my client) in Word are retained in the exported Word file?

Is it possible to retain comments put in a Word document (.docx) by my client in the final exported files?

For example, my client has a comment on the source side in the Trados grid, surrounded by tags. I make sure to tag the target text in a corresponding manner, so expect the relevant comment to be shown in the final exported file.

I must be missing something here, but I can't figure out how to do it. All the comments are stripped out of the final exported files.

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