I think this could be down to each user's individual privacy settings.
I just signed up and certainly my default privacy settings I've been given allow any members to post to my profile (this means people can post new profile posts and comments on my profile) however when I go to most people's profiles, I'm unable to post new profile posts, which is why I would be unable to also comment on existing profile posts.
When in the Admin CP edit page for that user, under the Privacy tab, what value is set for "Post messages on this user's profile page:"? I suspect it will either be unchecked or only people they follow.
You would still be able to post and comment because you are likely to have the Bypass privacy permission.