When I subscribed to the comments of my blog (same result with the e-mail widget), I received an e-mail that looks like this:
This is clearly not right, seeing as the post called "What's this? A playable demo?" resides on our root site at playotherside.com, not the 'bugs' sub-domain. If someone makes a comment I do get notified, but the notification is also broken:
Every link in that mail includes the 'bugs' sub-domain, so I'm directed to this broken page:
I suspect this has something to do with me using the same WordPress.com account to authorize Jetpack on both sites, for which 'bugs' was the last site to be authorized, so it probably took precedence.
For now I'm guessing the solution would be to register with a different WP account per sub-domain, but I'd easily argue that this is not a good long-term solution. I hope you'll agree.