First of all, check that you have the appropriate permission to see the information in question:
Moderators, line managers and above should be able to see everything on an appraisal report except for comments that have not been submitted. If this is the case, you'll see This comment has not been submitted in its place. This can be resolved by asking the appraisee to log in and submit their comments using the option on the Next Steps page of their report.
If this doesn't solve your problem, it could be one of the following: