If you add comments into the string, they become part of the string. If that weren't true, you'd never be able to use a # character in a string, which would be a pretty serious problem.
However, you can post-process the string to remove comments, as long as you know this particular string isn't going to have any other # characters.
For example:
s = """
1,1,2,3,5,8,13 # numbers to the Fibonnaci sequence
1,4,9,16,25,36,49 # numbers of the square number sequence
1,1,2,5,14,42,132,429 # numbers in the Catalan number sequence
"""
s = re.sub(r'#.*', '', s)
If you also want to remove trailing whitespace before the #, change the regex to r'\s*#.*'.
If you don't understand what these regexes are matching and how, see regex101 for a nice visualization.
If you plan to do this many times in the same program, you can even use a trick similar to the popular D = textwrap.dedent idiom:
C = functools.partial(re.sub, r'#.*', '')
And now:
s = C("""
1,1,2,3,5,8,13 # numbers to the Fibonnaci sequence
1,4,9,16,25,36,49 # numbers of the square number sequence
1,1,2,5,14,42,132,429 # numbers in the Catalan number sequence
""")