Anonymous comments

I noticed recently that anonymous comments to my journal show up in the comment list as "anonymous" but with no comment attached. It's apparent that someone anonymously commented to my journal but the comment is no longer there. I don't know if this is just some anon comments or all of them. Here's an example:

Scroll down to the comment.

Anybody have any idea what could be causing this? I have my account sent to receive comments from everybody. Is there some other ticky box somewhere I don't know about?