I think that if the OP intentionally drops some information in the comments or in a chat, he/she should edit the question and add it there too (or allow somebody else to do). Otherwise it would be unfair. People are not expected to be reading a lot of comments and chat messages to find clues (except if the question explicitly states that they should, but this really do not sound as a good idea).
But I admit that I already have broken this rule. Sometimes answerers asks too much and you end up telling too much, specially when you see somebody almost solving the question, but still stuck with some minor detail that is still big enough to make he/she do not reach the final solution. As an OP, you always get excited when somebody is very near to completing the puzzle, and will normally be helpful to those people.
However, as a rule-of-thumb, if you give information in comments, chat or elsewhere, even if not something vital for solving the puzzle, you should add it to the question itself.
There are some gray areas too. Sometimes an answerer say: "Ah you got an alien message encoded in the X way and there is a youtube video with a link to a Wikipedia article, but I can't find the link". Then you reply: "No this is not an alien message", or "it is not related to Youtube" or "there is no need to go to Wikipedia". Those replies ends giving some information too, even if it is information of where not to look for. It is not clear if they should be added to the question, I could argue in either way.