Yes, every comment you add before either saving or deleting a point gets preserved. You do not need to save a point prior to deleting it.
Comments for each point can be viewed in the [Edit History][1] tab, but they will not show up when you click the 'View History' button for a point.
[1]: https://navigator.er.usgs.gov/help/WebHelp/getting_started/overview_of_the_online_editor/edit_history_tab.htm