It's how Blogger software is set up. Trying to post comments on Blogger blogs is a drag. Open ID fails more often than it works. Blogspot software thinks we all have a single username here at wordpress.com and a single blog by the same matching name. It will not accept any other URL. So if we have a domain or more than one blog registered under the same WordPress.com username trying to comment becomes impossible.
Unless the blogger chooses to enable commenters to post with a username and URL on their Blogger blog it's next to impossible to leave a comment. The only workaround is to register a Blogger blog which will allow you to comment but your username will not be linked to your WordPress.com blog when you do.