You cannot put comments inside UWP XAML tags. Your syntax is right.
TO DO:
<xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:System="clr-namespace:System;assembly=mscorlib"/>
<!-- Cool comment -->
NOT TO DO:
<xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
<!-- Cool comment -->
xmlns:System="clr-namespace:System;assembly=mscorlib"/>