Could you please clarify the bellow queries to have a clear idea of the scenario?
1. If I have get it right, you want to update your design such that for each value present in the Dropdown, you will show a checkbox icon. However, if we are going with this design, users will be able to select multiple checkboxes at a time, which is not possible with dropdown. Could you please confirm, if as per your use-case, users are suppose to select multiple values?
2. Can't we go with a radio button control, as this will mimic the behavior of DropDown control.
I believe you can add an action set on the control that you use (Radio Button is what was recommended by Ajit and Ramakrishnan) in order to update the property feeding the Comments Field and then do a section refresh to display the updated value.