For a SP2010 blog, I discovered that commenting is not enabled by default–at least not in our enterprise deployed version. You can control who can comment on your blog entries following the directions at the following page.

http://davidandrewsmith.us/2009/06/18/setting-my-site-blog-to-allow-comments-from-all/

 

In short:
By default, comments are not enabled with a new My Site blog. To allow users to make comments:
  • Under Admin Links in right menu, click ‘Manage Comments’…
  • Then click Settings > List Settings > Permissions for this list…
  • Then check the box next to Visitors group
  • Then in ‘Actions’ drop-down menu, click ‘Edit User Permissions’
  • Check ‘Contribute’ (uncheck ‘Read’ or leave it)
  • Now refresh browser window and the Comments box should appear.

​ NOTE: It would seem that you have to make changes to the nt authority auth user group instead and give that group contribute vs. the visitor group