My site uses a serif font, and my Disqus with auto detect uses a sans-serif font. So that is correct, because if a site is going to have two fonts which don't match, they should at least be different enough to not clash. Two different serif fonts or two different sans-serif fonts would look even worse! I understand the design concept behind that decision. That's not what I'm suggesting here.
My suggestion is for Disqus to read my font and then call the same font in its own CSS. That would allow for a seamless look which currently is not possible. Since Disqus can already read my site, it might as well make full use of it.
You wouldn't have to worry about making sure you have copies of every font in existence, because if a site is already using a font that means the files are already in place. When I license a new font, it's licensed for use everywhere on my site; not just in one paragraph. Further, there are many Google Web Fonts which are free to use. WordPress now has support for all Google Web Fonts built in. But this is getting a little off topic now...
Bottom line: I know Disqus doesn't match the exact font right now. But if you could implement this in the future, it would be a very desirable feature. I'm sure the majority of Disqus users would love to see a feature like this, because sites always look nicer when the fonts all match.
Thanks for hearing me out.