Nice thread, I have faced the same issue and my many comments were not approved. Still I never been assured that the comments will be approved by the keywords.
If we will post the comment with the keyword, that would definitely help my site to improve the search engine visibility. But first to understand why the blogger would remove the comment, what if he/she thinks.. you are commenting to get a backlink for you website/blog. He/she isn't wrong and why would blogger should share the link juice with your website.
Right now, what I do:
> I try to engage the blogger through nice and instinctual conversation along with real life example and for this I invest some time.
> I try to understand the topic and the intention about the articles. If I'm not aware of the topic, I do google, read some more posts relevant to the topic.
According to the recent search and knowledge, I post my comment.
Please let me know, if I'm doing right.