When converting a PDF file to a sequence of JPG images, Ghostscript renders also the comment icons from Adobe Reader (see: https://i.sstatic.net/fvno3.png). Is there a way to somehow disable this behavior? Should I understand this as a bug or feature?
Those are annotations. From the Ghostscript documentation in gs/use.htm, section 5 "Using Ghostscript with PDF files":
-dShowAnnots=false
Don't enumerate annotations associated with the page objects through Annots attribute. Annotations are shown by default.