I checked out Nate's site, and the feature-set offered by the other guys... they don't advertise any automatic 'blog-integration' or anything like that. I believe what you are seeing is separate blogger and photo sharing sites designed to look like each other, adding the same header and menu bar to each. Just done with page customizations on the photo sharing side.
Page customizations are coming to Zenfolio... something they are pushing very hard on right now. What specifically will be included will remain to be seen. I have heard from older posts here that it will be done it two (?) stages, but I am hoping a customizable navigation bar will be part of the deal. That would allow you to link to your blog, a separate site, your facebook page, etc....
~Kevin
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