I am using the theme Program on both WordPress.com and a self hosted WordPress. In theory (I think) it should all be identical as I exported my blog from .com to self hosted, then installed the same theme.
But .com has options for changing the Comment intro (settings>discussion), which self-hosted doesn't have. Also the settings page is visually formatted differently.
Why would these things be different?
Also, on the site itself, .com says "Leave a Comment", self hosted says "Leave a Reply". And .com doesn't ask for name etc until you start to type a comment, self hosted wants all that up-front.
I don't understand why the two are acting differently?
I did try using Jetpack, and a Comment plugin to change the behaviour re comments, but none of the changes I made in those plugins were reflected in the self hosted site!

Not sure what the issue is if you used Jetpack and still no options? You are able to write in any “Leave a reply” message, so you can change it to whatever.
I’m using Jetpack and these options are available to me?
1. Platform Differences: WordPress.com and self-hosted WordPress (WordPress.org) have distinct features. WordPress.com might offer built-in settings that self-hosted WordPress lacks by default.
2. Theme Variations: Themes may be customized differently on [WordPress.com](http://WordPress.com) compared to self-hosted sites, affecting behavior and options.
3. Customizations: [WordPress.com](http://WordPress.com) integrates certain features directly, which may require plugins or custom code on self-hosted WordPress.
4. Plugin Limitations Jetpack and comment plugins may not fully replicate [WordPress.com](http://WordPress.com) functionality or might require additional configuration.
5. Default Settings: Comment form behavior and labels can differ between [WordPress.com](http://WordPress.com) and self-hosted WordPress.
Address the Differences:
1. Check Documentation: Review theme docs for differences and custom settings between platforms.
2. Update: Ensure your theme and plugins are updated for compatibility.
3. Custom Code: Add custom code or use a child theme to replicate [WordPress.com](http://WordPress.com) features.
4. Consult Support: Reach out to theme/plugin support for solutions.
5. Compare Settings: Align settings in your self-hosted site with WordPress.com.
6. Try Alternatives*: Use different plugins if current ones don’t work as intended.
I hope this help you