It's a horrible experience, made worse by the fact that so many people are confused about the difference between WordPress.com and WordPress.org. People will have a WordPress.org site, go to Gravatar.com, which asks you to login with WordPress.com credentials, and then they can't figure out why their WordPress.org login details don't work.

1) Being taken to a third party site sucks.
2) Being taken to a third party site that asks for WordPress.com login details is confusing to people who don't know the difference between the two (which is a ton of people).