The way I have taken it, when it has been explained, is that the CH gets an email with the entire submission with each comment that is made, so I take that as the entry is always included. Considering there have been certain contests where I have had quite decently lengthed conversations with a CH completely in comments on a single entry, it supports this as well because they still knew the entry that was being spoken about and the conversation continued. Also even if it doesn't reference the entry itself, it references the creative and then when they go onto the site they then can see which entries have comments on them in their dashboard of the contest.
Another thing, if a creative they have chosen send them a message as a thank you and they know they only selected a certain or certain creatives (if choosing bonuses) if they receive an email saying they received a comment and the comment was "Thank you for choosing my entry blah blah blah" they are going to know which entry it came from, because how many thank yous are they going to get from people they didn't choose? So I don't, personally, see why it matters -- in THIS case -- of if the entry is included or not when you send a thank you attached in the comment of an entry myself.
And sorry, I know I am not @Chasity2ku and she will probably respond as well, I just had to respond with my thoughts too. Sorry, @Chasity2ku for stepping in, feel free to respond as well.