It's possible the site owner thinks your comment is not good enough or not related to their blog. This type of thing is usually very subjective. And, of course, this is the problem you will get into when trying to get a few backlinks.
Ideally, you should be creating the type of compelling content that makes people want to link back to you.
I don't know what your niche is, so I can't say what type of content this would be. Typically, lists work very well when it comes to evergreen content that gets backlinks. For instance, an article entitled, 'Top 100 places to get free advertising for your site'. will get lots of great quality backlinks from webmasters. You can apply this idea to any niche and any subject.