Dan from Madison has some observations about the click-through behavior of blog readers. I've noticed this myself. You can get linked on a high-traffic blog without seeing much traffic. You could speculate that it's the kind of readers who are drawn to a particular blog. Maybe they just like to hang out with each other and don't want to see what else is out there. Maybe they are just narrow-minded and unadventurous. Or maybe it's something the blogger is doing intentionally.
Kos works to hold readers at his site, by providing lots of places for commenters and diarists. By contrast, Glenn Reynolds won't let you stay long. You can't comment, there's nothing like the Kos diarists, and the posts are really short. What are you going to do? You've got to click on the links. Half the time, you can't even understand the point of his posts unless you click through. Sometimes clicking is irresistible. He's sending you away. Kos, will often quote so much of the post they're linking to that you don't feel you need to bother to click. There, you don't click, you clique.