Good question!

No, they add value to Steem, and not directly to the Wordpress blog, because the comment widget is included in a <iframe> block, and that kind of content isn't crawled well by Google's bot.

However, if we leave SEO aside, from a human point of view, if your readers see interaction on your Wordpress blog (especially where it was not before), and even more - rewards -, that will probably count.

By the way, there are FB comment plugins doing the same thing for FB.