I can reproduce the issue as well:
I get the same behavior when creating a new file using the Fortran document mode.
"C hello" colors the line as a comment, but pressing Enter at the end does not start the new line with the "C " comment prefix.
I noticed that "!" is the default line comment character for Fortran mode, so I tried that as well:
"! hello" colors the line as a comment, but pressing Enter at the end does not start the new line with the "! " comment prefix.
Nor does "! " followed by Enter.