Note that it's true that once you share your storyboard online, it can be accessed through an URL. However this URL is not public and cannot be accessed by anyone unless you share the URL with them (for example via email). So in this regard it's not much less secure than PDF files, which are probably shared the same way.
We take security seriously and so the service is designed to prevent unwanted access to your storyboards. One way to achieve it is to make URLs unique and hard to guess. We also protect your connection to our hosting service by always using SSL.
Perhaps it could be interesting to be able to specify an additional password to protect the URL. This way you would have to share 2 pieces of information, the URL and the password. Sending it using 2 different methods (for example email and SMS) would add an extra layer of protection. Would you be interested in such a feature?
To answer your question, we currently don't offer the commenting functionality that could be included in your own HTML files.