AFIAK, the hash/she/pound symbol is being used for directives. The only directive mSL has right now is Groups via /enable and /disable, but it pretty much prohibits this character from being used for commenting because any arbitrary string can be used in group names.

Code
#Is_This_A_Comment On
On *:START: echo -a Hello World
#Is_This_A_Comment End


Afraid it would be impossible without first making Groups obsolete.

Well. At least I won lunch.
Good philosophy, see good in bad, I like!