This is as is from help for "&&"

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Remarks

Place a semicolon (;) at the end of each comment line that continues to a following line. You cannot place && and a comment after the semicolon used to continue a command line to an additional line.

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I always interpreted as you cannot do this :

select * from mytable ; && mytable blah blah
   where expr1 = exp1 ;      && blah blah
      and expr2 = exp2 ;     && make sure blah blah
   into cursor myCursor

But this works as if no inline comments there ??? Stumped (funny yesterday I suggested someone to move inline comment to the end of command and it worked afterwards).
Cetin