Since 7.5, the option "Comments in margin" is available in the PDF export dialog for Writer, but it is not documented in the help page, and instead includes a workaround using the Print dialog.
Stéphane Guillou committed a patch related to this issue.
It has been pushed to "master":
tdf#156605 Document new "Comments in margin" options for PDF
fixed in master, cherrypick to 7.6 in gerrit.