The text format for the Body field on Blog Comments is set to "Commerce Order Message". I think it should be "Filtered HTML", to (a) preserve linebreaks as commenters probably expect, and (b) be consistent with Drupal generally.
Making things worse: I tried to change it to Filtered HTML (Content Types -> Blog post (edit) -> Comment fields -> Comment (edit) -> Change text format popup and save). But the save didn't take. Perhaps this is stored in Features or something like that?
Anyway, I think the change should be true by default, on installation. Thanks!