Some sites like http://www.chesnok.com/daily/ have multiple link headers for feeds. NewsBlur appears to take the last one, in that case resulting in subscribing to the comments feed rather than the main one (you can, of course, subscribe using the feed URL directly).
I think any time multiple link rel=alternate tags are encountered, NewsBlur should display the list and allow the user to confirm which version they want.
I also have this problem with a number of sites after importing from Google Reader. The jQuery blog is another example with a large number of subscribers. http://payglo.be/ is an example with 3 feeds. Trying to correct the feed link in the settings page will reload the articles for the feed and show them but not save that setting or update the site title and returning to the feed will show the original broken comment feed.