Yes! It's a small thing, but I find it somewhat disconcerting, switching from threaded to non-threaded comments isn't easy for me. (And even when they're threaded, like it's now possible on WordPress, the threading is cut off way earlier than on journaling sites.)
Also, for some reason blogs feel less private to me and as a result I feel more vulnerable outside DW. I'm not sure if that's because most blogs permit search engines to index the content (which in my experience journalers allow less often) or if it's just a matter of a different community and the lack of a flist/dwircle equivalent.