@SASHUR ...
I think you might be missing a step...or at least not looking in the exact location for the comments on your videos in your Studio library. When you are in your Canvas Studio library, click on a video that you know people have commented on. Then, click on the "Comments" tab. Here is where you may see "No Comments". But, if you take a look just above the "Details", "Comments", "Insights", and "Captions" tabs, you'll see where there is a box for "My Library". (Or, if your video is within a "Collection" folder, it will display the name of your Collection instead.) If you click on this drop-down list, you will see a listing of any courses that you teach where either you or your students have made a comment on the video. If you have embedded a video into a course, but there are no comments for the video yet, then you wouldn't be able to select the course.
I hope this will help a bit. Sing out if you have additional questions about this...thanks!