It appears that WordPress is immediately throwing some comments into the moderation queue and not others.
Thus, try not to double-post, as your comment is not lost but waiting for me to come along and approve it.
I haven’t figured out what the triggers are, but I’ll try to fix it.
Number of links in the comment. In options, discussion, you can set how many links a post has before it gets put into moderation.
Some of the comments queued didn’t have links at all.
Word Press has a bug which, in my case manifests itself by putting every damn comment into moderation even though moderation is turned off. Annoying.