This question Why cant we measure the alleged curve of ball earth? was closed. Before it was closed I had made a relevant comment. After closure my comments disappeared also. Is this the automatic result of closure? I was able to add the comment again , so closed questions do accept comments.
No, deletion of comments does not automatically happen when a question is closed. I'm surprised you didn't know this. (There is one exception that I know of: when a person votes to close as a duplicate, the system automatically posts a comment with the link to the alleged duplicate question; if the question accumulates enough votes to actually be marked as a duplicate, then that automatic comment will be deleted.)
The comments that were on that question were deleted manually because they seemed to be answering it.