Are military jets always scrambled when communication to a commercial aircraft is lost?
Over Europe and many other parts of the world, the general rule is that if an aircraft in controlled airspace does not reply to instructions from Air Traffic Control, military jets will be scrambled to intercept the aircraft. 

Basically you are asking if there are exceptions to that rule. 

I think there are a few. First of all, ATC will not inform the military of every instruction that is not reacted to; there wouldn't be enough jets. Pilots do miss instructions occasionally, sometimes aircraft are handed of to the wrong frequency by ATC, wrong frequencies are entered into the radio etc. All these things usually sort themselves out in matter of minutes and it would be a waste of resources to scramble. If no contact is established after a certain amount of time, only then the military will be involved. However if an aircraft starts to deviate from earlier acknowledged instructions without reacting on the radio, it is safe to assume that the time to alert the military is considerably shorter. 

And then of course the aircraft must be in range of military jets. An aircraft halfway across the Atlantic is simply too far out for most interceptors so until the aircraft is getting closer to shore I don't think there is much reason to scramble jets.  

Some more information about loss of communications, causes and prevention  can be found in this Skybrary briefing note. For obvious reasons the exact procedures for scrambling military aircraft are not publicly available.