On his parislemon.com blog MG Siegler said (in a post about commenting on blogs):
“If you’re saying something that you think is great, why would you want to do it as a comment on another site anyway?”
Obvious answer — because I want to have a conversation, not give a speech.
While a conversation can consist of a post on one blog, a couple Tweets, a post on another blog, etc., that’s not usually very satisfying. Or efficient.