“Follow Comments” option absent

On WordPress.com, there is a Follow button that appears before the comments on o2 blogs:

I assume this is powered by the same functionality as the Jetpack Subscribe module:

But even with this enabled, the button is absent on self-hosted o2:

Start by comparing the self-hosted o2 comments area with the WordPress.com example and the enabled Jetpack Subscribe module described in the issue. The work is done when the Follow button appears in self-hosted o2 under the corresponding subscription settings.

Written by the indexing model from the issue text.