(1) Often he simply refuses to publish your comment.Happens all the time. Though Cross Currents claims only "disrespectful" comments fail to pass moderation, I have a thick file of perfectly polite comments that I and others have written that were denied publication. The only thing these polite, but rejected comments have in common is that they make Yaakov Menken look bad.
(2) Other times, Cross Currents will print a critical comment, and then rebut it incorrectly. Then, when the writer attempts to point out the flaws in the rebuttal, his new comment is denied. This is especially cruel because it creates the false impression that the original writer had no response and the illusion that Cross Currents won the point.
A full example can be found here.
So, if your comment at Cross Currents has suspiciously failed to pass moderation, send it to me at firstname.lastname@example.org and I'll probably post it here.