We have just discovered that when you grade a SafeAssignment and make comments to your students, they cannot view these comments through My Grades. This has been reported to Blackboard and we have two temporary workarounds.
One workaround is to make the SafeAssignment available after you have finished grading. This way students could view the assignment and see your comments. You would need to make sure to enter zero points for those students who haven't turned in their work on time so it would be clear if they tried to submit it late.
Another workaround is to enter the comments in Grade Details by clicking on Modify Attempt. I understand that this would require several extra steps and may not be very feasible.
This is a priority issue for Blackboard and we hope to get a fix for this soon.