… then what is probably happening is that you are not logged in, and so having to use reCAPTCHA to verify your comments, and you are tabbing to it from the comment text area, which is leaving the Preview button as the default when you hit Enter, which means it looks like your comment was accepted, but it’s actually a Preview, which means when leave the tab the comment is never saved.
Yes, this has happened to people.
Unfortunately, neither the reCAPTCHA plugin nor the Preview plugin I use lets me control the placement of the elements; both try to shoehorn their way in front of the Post button, and reCAPTCHA seems to win. So there’s this odd “Preview” / “reCAPTCHA” / “Post” sequence in play. This only causes a real problem if (a) you’re not logged in and (b) you tab to the reCAPTCHA and (c) you don’t tab to or click on the Post button.
Sorry for any inconvenience. I’ll poke at this as opportunity presents to see if any other ideas come to mind to resolve it.