Yes I've brought this up in the past. Yes - I am still P.O.d by the idea.
I am SICK AND TIRED of writing a reply only to find out my comment is now under some sort of consideration. This is usually (almost always) some sort of ad/marketing/follow these links type of post.
Shouldn't there be some sort of indicator on the blog itself letting us know our comments may (or most likely may not) be approved by the blog writer?