Who said anything about commenting on your own website? You obviously would not comment on your own website. Say you were targeting 'weight loss' as your keyword. Google tells you every time that this keyword is used, you go to the blogs supplied to you by google and make your comment (if you want). You don't comment on yours. If you excluded the keyword from your alerts then you wouldn't get any relevent alerts.
If you just build dofollow backlinks you'll get a spanking from Google. Backlinks must look natural so you need a mixture of all types, so there is SEO sense in this. This is a service offered by Google not some fly by night scheme.