It is possible to set the comment of any policy group, but it is not displayed, not stored and not exported.
[adm@router] /ip ipsec policy group> print
Flags: * - default
# NAME
0 * default
[adm@router] /ip ipsec policy group> set 0 comment="Test"
[adm@router] /ip ipsec policy group> print
Flags: * - default
# NAME
0 * default
[adm@router] /ip ipsec policy group> export
# feb/28/2021 11:21:46 by RouterOS 6.46.8
# software id = MSL6-QSWB
#
# model = RouterBOARD 750G r3
# serial number = AABBCCDD1122
[adm@router] /ip ipsec policy group>
If comments are not supported on policy groups, then the “set comment” command should return an error.