A second may be to generate relevant links to our blogs, as part of making our own blogs part of the blogosphere. A third, and possibly overlooked, reason would be to have the option to remove a comment, in the future.
Should we wish to post without authenticating, ie anonymously, the third option isn't available. A comment posted anonymously might be posted by anybody, not just us. Anonymously posted comments, or comments posted using OpenID, can only be deleted by the blog owner. And how many blog owners will be anxious to remove any comment posted anonymously, as requested by any one blogger?
I posted that comment, can you remove it for me? Take my word for it, I posted it!Yeah right.
If you want the option of changing your mind, post under an authenticated identity. And be consistent - always use the same account - or be prepared to login to your other account, when necessary.