My blog is my place on the internet. A place that represents me and a place that I control. If a reader wants to add a comment to the discussion, that's great but do it at your own place. But my place is for my stuff, and I plan to keep it that way.
I do like thoughtful feedback, and I also think additional information contributed by third parties can sometimes be useful to append to the end of an essay, if it has clarifications/corrections/etc. So my half-way approach has been to explicitly note at the bottom of each page that comments are welcome by email, and then, if I do receive useful emails, I'll update with the newly received information. For example, the bottom of http://www.kmjn.org/notes/prolog_lost_steam.html has short pointers to two things sent in by readers, which they presumably would have left as a comment, if I had comments.
I suspect that different people have different motives, which is why we see so many different philosophies on comments (mine, FWIW, is here: https://jseliger.wordpress.com/2009/05/11/commenting-on-comm... ).
In addition, some blogs are popular enough to become quasi communities and some aren't. My blog is the latter though I wouldn't mind if it were the former, and it serves a variety of purposes; solidifying and sharing my thoughts are two but not the only two.
By refusing to listen to commentary that disagrees with you?
I think Tumblr has it right when it comes to blog commenting: to reply to someone's post, you don't leave a comment on their blog; you make a "reblog" post on your own blog, which quotes their post and responds to it, and the fact that this happened is automatically propagated back to them.
The original post stays on the author's blog. The reply stays on the replier's blog. If the original author replies to the reply, though, then that appears on the author's blog, too, with the replier's post quoted for context.
In other words: it's called hypertext, folks.
Tumblr's model is absolutely awful, though, because it conflates likes, plain reblogs and reblogs that actually add commentary together (and sometimes doesn't even note all of the latter?) into a single stream of "notes", making it basically impossible to trace or even find the actual conversations and commentary from all the noise. Their quote inlining can be terribly confusing at times too. I honestly wonder how anyone manages to discuss anything on the site.
There's an assumption that both Tumblr and Twitter make: if two people want to have a back-and-forth conversation, they'll mutually follow one-another, so that their replies to one-another will show up naturally in their feeds. And if they aren't following one-another, that must mean they want to basically ignore one-another.