It can be done with a workaround. Put whitespace into the commented text.
Say you have some commented text, it shows in Word with brackets:
Insert some whitespace, e.g. just a space within this text. Not at either the beginning or the end.
Now delete the text but leave the space between the brackets:
You now have a comment applied to no text, only to a space.
You have not deleted the commented text, just edited it to a space.
This isn't ideal as the presence of a space at that point of your document may not be convenient. However, it does provide a workaround.