Hey Jacob - thanks for reaching out to us on this! Currently, we don't provide a means of downloading the file with all annotations/comments included - but this is something the development team is definitely looking into further. I think it would be an extremely valuable feature to have. Keep an eye out for updates in the future!
This feature would be a true asset, there are legal partners (governmental entities and large banks) who simply cannot utilize sharefile let alone workflows. I hate to penalize the rest of us by stopping use of this feature (or sharefile in general) just because I can't finalize legal comments from those parties in a pdf format without duplicating effort.