You have to enter the comment first and then click the destination album, since there’s no OK button.
Yes, the comments feature when posting is weird. I post to a shared album via my iPhone when traveling and I always ignore that initial “add comment” dialog as it only adds a comment to the first photo. It’s better to post all the photos you’ve selected, then go to the shared album and add a comment to each to caption it. You have to do it right away so it’s the first comment — otherwise someone else might add a comment and then your “caption” ends up several comments down.
But I really like icloud shared albums for travel photos. I try to be selective and only add unique pictures, but it’s a great way to share because I only have to upload the picture once on limited travel bandwidth and I don’t worry about forgetting to email or text photos a particular friend or relative.
In my case just about everyone I know has an iPhone so it works well. I’m not on Facebook or any social network, so I prefer manual sharing like this. In the off case someone doesn’t have an iPhone, I can share with them the web URL of the album.
BTW, someone did mention printed books and that really is a great way to share photos. I did a lot of traveling one year and put together printed books via Lulu which I gave to people at Christmas and it was a big hit (kids of distant relatives call me the “travel guy” now). Funny to think there’s tech that doesn’t require a particular operating system version or batteries or any equipment to view!