Although the help file is not precise about this, versions.txt is. This is a quote from versions.txt:

84.Can now use /* and */ to comment out multiple lines in an alias,
popup, or script. Each be used alone on a single line.

Khaled has a typo there, it says "Each be used" you assume that should have said "Each MUST be used" I assume it should have said "Each MAY be used" simply because, according to Khaled, mIRC scripting resembles C/C++ (he said that, not me) and in C/C++ there is no restriction like that, all of the following are valid:
/* this is
a comment
/* this is a comment */
/* this is
a comment */

So until he clears that up, I'd say it's a bug.