On the blog I run, when I have Akismet activated, it somehow prevents comments posted via Jetpack from appearing in the moderation queue. I know it’s Akismet because I have disabled every plugin but jetpack and received comments in the moderation queue successfully. When I have both jetpack and aksimet activated simultaneously, however, the comments do not appear in my moderation queue.
Please make sure you are using the latest version of Jetpack, currently version 2.0. If you are still having trouble, please email firstname.lastname@example.org and provide some example comments that have not made it into your moderation queue.