Jux.com hosted personal websites treated as spam?
Maybe. But the comment system that self-hosted WordPress installations use doesn't have a built in black list like that. Just putting in a URL won't cause the system to delete your comment, it should get either accepted, flagged as spam or at least awaiting moderation.
There is an Akismet plugin setting that will automatically delete spam comments on posts older than a month (saves me lots of spam) but aside from that your comments to a new post should not get deleted.
Do you have a self-hosted WordPress installation that you can try with? That way you can see for yourself.