Newline backslash stripped
In `read_csv` [documentation][0], there is an example: 

> For example, if comment=’#’, parsing ‘#emptyna,b,cn1,2,3’ with header=0 will result in ‘a,b,c’ being treated as the header.

Newlines have their backslashes stripped, because these examples are not encapsulated by double backticks.

Will submit a PR.

[0]: https://pandas.pydata.org/pandas-docs/stable/generated/pandas.read_csv.html