What is this? Go here, for an explanation.
The option to display comments, embedded below the post, was made a blog option relatively recently. This was a long requested feature - and many bloggers added it to their blogs, as soon as the option was presented to us. Some blog owners like this feature so much, that they request it to be visible when the blog is opened, in main page view. I would like all comments, and the comment form, to be shown underneath the relevant post, automatically, for everyone to read without clicking on the number of comments link. And this is not how embedded comments work.