Per my understanding you can't have linebreaks in comments.
This misunderstanding is caused because only the highlighted yellow area is the comment formatting help, the rest is just general markdown help. This isn't the easiest to tell but you can work it out by looking at the line underneath the yellow area:
collapse | the above section is quoted for convenience from the full editing help, below.
Also if you scroll to the bottom of the page you will see the "Comment formatting" section that you can expand which shows everything the yellow section does. Also if you just visit https://scifi.stackexchange.com/editing-help you will see there is no yellow area and the "Comment formatting" section is still at the bottom of the page.
The main meta post How do comments work? does state that you can't insert line breaks in comments, it also says there was some hacky workaround at some point but by the looks of it this has been "fixed".
It is not generally possible to insert line breaks in comments, though some hacky workarounds exist.
From the same post it is also worth noting that when moderators turn an answer into a comment line breaks are stripped.
Moderators have the ability to convert an existing answer into a comment. The answer must have at most 600 characters, line breaks will be omitted, and the exact same Markdown will be used to form the comment. Note that this is only done in exceptional cases, if an answer makes no attempt to answer the question but is still valuable for some reason.