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SQLite3.exe fails to handle huge multi-line-comment
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To add on to what DRH said, the point of the shell is not to be a tool in its own right (though it is a valuable tool in its own right), but as a way to feed input into the SQLite library for processing. As such, the ability to unconditionally preprocess commands before they get to SQLite would diminish the ability to feed arbitrary input to the shell to pass on to SQLite for testing and processing. Some of that is unavoidable in as much as the shell already processes certain commands itself (the dot commands). But the rest is intended for SQLite to process and report outcomes.

I agree it would be nice to have the functionality you suggest if it were not at odds with the purpose of the project. The fact that it is error prone and difficult to get just right is of course another very good reason to not re-create code to strip comments.