For the same reason I put comments in my program source code. I find more reason to put comments directly tied to the object structure (tables/database in this case, program source in the latter) than in any other document or config file (and IDE project file for instance).
If find using MySQL with another IDE + some ODBC link doesn't provide a better solution in this case: what if the DB structure changes, say I rename a field for instance? I loose the link between the field and the added comment within the IDE...
Well, I really see reasons for having comments tied to the DB structure, but maybe I'm alone... 🙂