Yes, pf.conf(5) says that about the table files.
About the main pf.conf(5) file itself, it says:
Comments can be put anywhere in the file using a hash mark (`#'), and ex-
Well, because you used \ to end the line, that # is not at the start of a
line. It is in the middle of a split line. And the previously described
Well, the result is predictable.