It's because comments support formatting of text- like bold and italic. To do that you surround the text you want to format as bold text with + signs e.g. +"to make a quote stand out"+ becomes "to make a quote stand out".
To use the actual plus sign you need some way to tell the formatter that this particular plus sign should not be used to show bold text but instead is the actual real plus sign. You do that by putting a \ character directly in from of the plus sign as I showed above.
This is quite common in text processing with computers - in particular for programming languages - because some characters are reserved for special purposes. So common they have a name for it and it's called escaping the character.