As mentioned in the comments, """ and ''' don't mark multiline comments. Depending on the context, they can be called multiline strings, as in:
foo = """bar
baz"""
or documentation strings ("docstrings" for short), as in:
"""foo bar baz"""
which are not "comments" in the common meaning of the word.
See…
I don't have Vim 8.2 handy (current version is 9.1, consider upgrading) but, in my version, the correct highlight groups for multiline strings are:
PythonString for the whole string, including the opening and closing """ and ''',
- also
PythonTripleQuotes for the opening and closing """ and ''',
both of which being ultimately linked to String for obvious reasons.
If you really want to highlight docstrings differently from multiline strings, you will have to create your own highlight group because the built-in syntax script doesn't treat them differently. They are all "strings".
But I think you should leave it as-is in order to preserve the semantics of it all.
"""and'''are not multiline comments, they're multiline strings.