The latest 6.x versions of the Mollom module support the Pressflow lazy session handling, however it's not clear how that support works without looking through the code or issue. The 'more help' link in the module settings contains the mode descriptions from the old module, which does mentioned captch cache effects, but not everyone will look here. When the comment form is configured to only use the Mollom captcha, anonymous comments are enabled, and the comment form is displayed on a node view, a session is started for ALL node views. Without looking in one of those places mentioned, most people would be confused about why they are seeing none of their content getting cached. Can the the captcha cache warning be made more prominent? It might also make sense to add a prominent warning based on the sites cache mode.