The model methods like
save should not be used, these methods are "private" Magento code and marked as deprecated.
Magento has API interfaces, which allow working with entities as you need.
You should use
\Magento\Sales\Api\OrderRepositoryInterface::save to save the entity.
In your case to change order status to cancel the
\Magento\Sales\Api\OrderManagementInterface::addComment should be used instead.
Also, if develop a 3rd-party application, you can use Magento WEB API to work with orders:
/V1/orders/:id/cancel - cancel an order.
/V1/orders/:id/comments - adds comment to existing order entity.
/V1/orders/create - creates/updates order.
More details in Magento REST API documentation.