Gliffy is a vector graphics application. When you export to a JPG or PNG, you are converting from vector graphics to a raster or bitmap image format. This conversion comes with a decrease in some aspects of image quality, resulting in a blurred image, or one that cannot be resized without a loss of fidelity. When printing to a PDF through the native Gliffy function, you are exporting to a PNG which is then placed in the PDF.
For folks who want a higher quality exported image directly, the use of a PDF softprinter is recommended. You can get one of these for Windows, for free, from a few different places, CutePDF (http://www.cutepdf.com) and PrimoPDF (http://primopdf.com) are both excellent and easy to use products. If you are running Mac OSX, you have a PDF softprinter already built in. A softprinter is a piece of software you install that behaves, to your system, just like any other printer. Instead of printing to paper, it saves the print job as a PDF file. These applications can render the Gliffy diagram as PDF and retain the vector graphics, and as such, the sharpness of the original image.
If you are running Windows, follow this procedure: