Hmmm... the line-continuation character is documented (section 3.1), but is not listed in the contents or index (or I'm going blind - also true). That could perhaps be improved.
The problem, you see, is that Nasm needs to "get" a line before it could possibly preprocess or parse a line. That's where the line continuation character does its work. So Nasm has no way to determine if it's a comment or not. It continues the line, period.
You're not the first one to be bitten by this. I can understand:
5Bh ; [
5Ch ; \
5Dh ; ] <- gone bye-bye
What made you end the line with a backslash if you didn't intend it to be continued?
Best,
Frank