As an advocate for FOSS, I would love for this feature to be implemented into Okular. But so far, I haven't found any open source software with the ability to export annotations/comments. Perhaps it's because people rarely use it, but I myself find this feature to be really useful and essential to what I do. Thus, I'm stuck with using Adobe Reader, and I hate Adobe, just to show my desperation.
Already reported as bug 427474.