Yes, this is the intended functionality because # is used a character which starts a comment in the file which is not parsed. The simplest way around this is to disble comments using the named parameter `comments` like this:
readdlm(file,'\t',comments=false)
You can also change the character used for comments to something else, using named parameter `comment_char`.
Perhaps if the fields are quoted, the comment character does not have effect, but haven't checked this.