Really? Not used Blockchain in awhile, but, I remember I sent a transaction off to SatoshiDice with no fee, took was stuck in my Blockchain account for days with no confirmation before it went away, then, it came back like a week later for god know's what reason, it finally went away (Got confirmed) after three or so weeks, but, damn it was annoying, kept jumping to the top of my transaction list.
There are a few possibilities:
If you did it long enough ago, it might have been before blockchain.info implemented their transaction timeout behavior.
Anyone who has received the relayed transaction can re-broadcast it for as long as they like. It is possible that Satoshi Dice was re-broadcasting the transaction that they had received until it was confirmed.
If the address that was used to generate the transaction was imported from another wallet (such as Bitcoin-Qt), and that other wallet was still running, then the wallet might have assumed that it sent the transaction and might have continued to rebroadcast it regularly.