I believe that the only people who ever make this request may not putting their commenters' convenience first when they make this suggestion. In most cases it seems that those who make this suggestion don't want have to spend a few moments every day checking their Akismet spam filter for false positives.
I do not believe that adding CAPTCHA to wordpress.com free hosted blog comments would be an improvement.
What follows are my 6 reasons for respectfully dissenting with your opinion.
1. Many CAPTCHA codes cannot be read by people who are visually challenged as I am.
2. CAPTCHAs that use arithmetic questions are a barrier to people who have learning difficulties or cognitive disabilities.
3. The use of CAPTCHAs is NOT a barrier to unethical humans, who are paid to leaving spam comments and who re are becoming legion on the internet.
4. CAPTCHA are an annoying inconvenience to legitimate commenters who do not like being delayed by having to type in CAPTCHA codes or type in numerical solutions to arithmetic questions.
5. Many CAPTCHAs do not work as expected and the bloggers who have broken CAPTCHAs are not aware when they are broken, nor can the person trying to leave the comment tell them that the CAPTCHA is broken.
6. CAPTCHA's are not the best solution to prevent spam. Akismet is a superior choice and all wordpress.com blogs are already equipped with it.