A pretty good example of this is Tumblr which doesn’t allow for comments at all. That being said people are increasingly running their microblogging feeds into lifestream services like Plaxo Pulse and FriendFeed which do have commenting functionality for incoming feed items. What seems to be missing is some way to link to a series of comments on a source post in, say, Tumblr which can be found in, say, FriendFeed. It seems to me that we need some sort of add-on (like the “Share This” plugin in WordPress) that can either be added to microblog templates or overlaid in a similar way CoComment can be applied to commenting forms on blogs.
Using this sort of add-on, people can read a post, click on an icon of some kind (or activate a bookmarklet) and link to the lifestreaming service of their choice to leave a comment which can then be made visible to the next person who visits the post. Perhaps this could be a sort of CoComment meets StumbleUpon type service?
Heck, this could even be applied to service that have commenting options available. The point is to make those commenting features of lifestreaming services more useful and to focus more attention on a lifestream than on the source content.