I'm not wondering about mine. A couple of times I have put a comment on my friend, Blue's, blog, and when I looked later, despite the doodah saying it was going for moderation, it hasn't appeared. I hadn't put anything that would make it unsuitable for publication, so I can only surmise that my pop-up blocker is being over zealous.
But sometimes I wonder about things like that. You trust things to the ether, or in hard copy, you pop a letter in the post, and then it's completely out of your hands.
Although I haven't experienced it, the post very rarely goes astray.
One year all of one of my cousin's sent xmas cards never reached their destination. She claimed compensation.
That is what I miss, letters in the post, proper letters, not junk mail, or bills, real, letters from people who you know, or don't. They are all fun to have.