It's great to have add and see comments in the online prototype. But even better (for the designer) would be to see those comments in the design file.

I envision a third tab next to Design and Prototype: Comments (or Feedback). When you go to that tab, you see all your artboards, but you also see any comments that have been made on the online prototype. Pin or bubble icons (or whatever) appear next to artboards with comments, which you can click to pull up the comments in a comments panel (similar to the layers and symbols panels, but perhaps on the right side of the screen). In that panel, you can navigate your comments for that artboard, reply, resolve, etc.). Ideally, you could zoom out in this panel to see a list of all your comments (as you can zoom out to see a list of all your artboards in the layers panel). What's helpful about that is when you only have a few comments left, you can easily find them without having to zoom out on your pasteboard to find them visually.

But comments are only online, you say! How would they get into the file? Wouldn't it be great if every time you click Update Link, not only did it upload any updates to CC, but it downloaded any comments that have been made?! Right?! And when you resolve comments or reply, clicking Update Link sends the updates up to CC. Naturally, the wording and UI would need to be changed to reflect more of a syncing functionality rather than just updating a link.

Why would this be so valuable? The entire value proposition of Adobe XD is that we designers don't have to go back and forth between two or more platforms, but could do everything in XD. This would allow that vision to be real. Otherwise, we still have to toggle between XD and a browser window. But if all comments could be downloaded into the file, we could see comments on our designs and change them right there and then!!! That, my friends, would be amazing.