You can read about the Recent Update to Comments here > http://en.forums.wordpress.com/topic/recent-update-to-commenting?replies=4
There's more here as well:
There is quite a bit of speculation here, and while I can't address every single point, I'd like to point out that one of the many reasons behind this change was to provide greater control over your own identity within comments at WordPress.com.
Anyone who knows your email address could have easily linked their comment to your account in a way that was indistinguishable from you leaving it, and you would have no way of knowing it or stopping them. Now comments linked to your account are always going to be from you. ... read more > http://en.forums.wordpress.com/topic/you-must-be-logged-in-to-comment/page/11?replies=327#post-852388