Yeah I forgot a step.... you do need to add , {validateOn:["blur"]} like you have... but you also have to update the validated field span tags from:
<span class="textfieldInvalidFormatMsg">Invalid format.</span><span class="textfieldRequiredMsg">Password values must match.</span>
to:
<span class="confirmRequiredMsg">Please enter a value</span><span class="confirmInvalidMsg">Password values must match.</span>