My guess is your are referring to a Blogger ie. blogspot blog. WordPress.com recognizes your blogger identity but Blogger does not. In reference to Blogger ie. commenting on blogspot blogs the issue is on the other end. Blogspot software assumes we all have a single username here at wordpress.com and only a single blog by the exact same matching name. It will not accept any other URL - invalid URL! it says. Ha!
So if we have a domain, or we have more than one blog registered under the same WordPress.com username, trying to comment and have it link to our wordpress.com blogs becomes impossible, unless the blogspot blogger chooses to enable commenters to post with a username and URL on their Blogger blog.
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. Then you are labeled as a 'no reply blogger'. It's crazy-making!
Open ID has always failed more often than it has worked.
Bottom line: This is a well known issue. If you simply use the Name/URL option when it's provided then your blog will be linked to your username on the comments you leave on blogspot blogs.