I don't see an option for this, but TDP should be including the comments.
What version of Teradata? Using ODBC to connect, or native?
Also, couple things to check:
1. Scroll down to the end of your Editor contents to make sure that the COMMENT commands aren't all the way at the bottom. I have seen where there are multiple blank lines separate the COMMENT code from last of the CREATE TABLE block. These last lines are easy to miss if I don't scroll all the way down.
2. Bring up the Doc Viewer for the table (right-click table and choose "View Details") and then hop over to the Script tab. Does the generated script show the COMMENT lines?
If COMMENT lines aren't showing up in the Script tab, then let's get this over to our Dev team to look at.