If a blog owner wants to facilitate commenting on Micro.blog as a part of their site, they can add the Conversation on Micro.blog plug-in by @sod. This is not a default part of most (any?) themes (for which I am personally grateful).
I don’t particularly want anyone reading my blog to know or care about the fact that it happens to be hosted on Micro.blog. That’s a call I get to make. I also don’t want replies to show up on my blog.
If I wanted either, both are essentially one click away to install the plug ins to encourage commenting on Micro.blog and shows those replies.
I should probably link to the conversation from my blog because there are so many Micro.blog-related posts on my blog. But generally this is a personal choice and we’ve tried not to step too much (or at all, usually!) on people’s blog, which is their own space. It’s definitely a trade-off in usability, though, that’s true.
Related: we’ve planned to expand the “Include conversation on post page” checkbox feature to also allow direct commenting on the blog post page. I think that would improve this a lot, while still giving people the flexibility to keep it disabled.