But I think I've now worked out what the issue is: Facebook. More specifically, the application known as Networked Blogs, which is an app that will automatically repost your blog posts to your Facebook page (and so to your friends' news feeds). Networked Blogs has been one of the main reasons I haven't (so far) given up on Facebook, since I know that quite a few of my readers come via this route. Until recently, if you clicked on a Facebook news feed item published by Networked Blogs this would take you to the actual blog post in question. But now Networked Blogs has changed its set up and creates a mirrored page identical to the original Blogger post, except that almost all internal links (apart from those in the body of a post) link to the mirrored site and links to comments are disabled. This very strongly encourages you to stay within the Facebook world if you want to post a comment and is another example of Facebook's attempt to become the internet within the internet (not that Google aren't also trying much the same thing).
I don't have a problem with websites expanding their range of services, but there is a significant difference between simple expansion and the parasitic exploitation of a competitor in an attempt to achieve or maintain hegemony. Another recent example of this is an application that enables you to scan barcodes on your smartphone from a physical bookstore and compare the price with Amazon.com.
In any case, if you want to post comments outside of the Facebook bubble, make sure your browser's address contains "nothing-new-under-the-sun". For future reference, click here to go to my actual blog and then set up a bookmark.
Another effect of this is that stat counters for visitors will systematically underestimate the number of readers. It has been some years since I've really looked closely at my stats, but this is somewhat annoying as well.
UPDATE: After posting this, the obvious solution hit me: post my own updates on Facebook and ditch Networked Blogs. Done.