Many blogs consider putting links in the comments section spam, and will delete all such comments. Some blog owners will allow links, but they are "nofollowed" and therefore have very little SEO value. Still other blogs have "dofollow" links in the comments, but many of these turn into a free-for-all for people trying to promote their sites and affiliate offers.
It bears noting here that if HubPages receives complaints from blog owners, or detects on our own that a user is "comment-spamming," we will unpublish a hub and perhaps even ban a user. We take this offense very seriously, as it reflects badly not only on the individual, but on the site as a whole.