It depends on whether they are comments about the blog post or in reply to it.
There was a period where I couldn't be bothered with moderating spam so closed comments on WordPress and had "the conversation" happening at Medium - back when I was cross-posting. I realised that wasn't really what I wanted so re-enabled comments directly on the blog. Now, most of my comments come from micro.blog but thanks to webmentions that's not a distinction we need to make.
While a blogger can't own or control the conversation about a post I definitely think that actual replies should be displayed in context (either by direct comments or webmentions) or what's the point?
Colin Walker