export photos with comments

It is not supported in Photos to save shared albums with comments.

You would have to import the shared photos to your library in an album, then copy and paste all comments to the caption of a photo. Then print the photos from the album using the spread sheet layout. There you can add the captions as text below the photos.

• Select all photos you want to see listed, then use the command ⌘P
• Click the spreadsheet layout, select the number of columns.
• Click the "captions" button and select the metadata you want to see listed.
• Click the Print button, then select the print to PDF button.

Here is an example of the output, for Photos 7 on macOS 12 Monterey. My Mac is currently set to German as the system language, but I hope you can recognise, where the relevant buttons are.

Keep the resulting PDF file as an index to the shared album.

But try keep your shared albums as they are. Deleting them will not free iCloud storage, as they are using a free part of iCloud, that is not counting against your paid storage.

Perhaps it will help, if you send feedback to Apple with a feature request. You can submit a feature request with this form: Feedback - Photos - Apple