Short answer: MonoTouch's C# compiler doesn't support generating doc comments files yet.
Long answer: MonoTouch uses the smcs (Silverlight profile) compiler, since it's based on the Silverlight framework profile. Before Mono 2.10, Mono's C# compiler used System.Reflection.Emit to generate IL, and this meant that it had to run on the framework version that it was targeting. Unfortunately, Silverlight didn't have XmlDocument and other classes that the compiler used for processing XML doc comments, so those features were disabled in the smcs build of the compiler. In Mono 2.10, the C# compiler has been ported to IKVM.Reflection, which allows a single compiler (running on the "full" framework) to target any framework profile or version. However, the migration isn't complete, and the old version of smcs still exists for now. This will be fixed in a future version of Mono.