First, I can't help but comment on OPs (over)reaction. We get people complaining about deleted comments very often, but this must be the first time someone deletes their account because of it. OP has contributed to the site for more than eight years, and this was the last straw? What really happened here? It baffles me that you chose to delete your account before even posting this question on meta, before getting any feedback, and before you had time to think about what happened. Is there any chance you could reconsider? Hopefully it is not too late to cancel the deletion, and it would be sad to see you go because of this.
Second, let me show you my sympathy. Getting your comments deleted can indeed be bizarre the first time it happens. Now, it turns out that this is a by-design feature: SE wants comments to be temporary, so you should very much expect your comments to disappear eventually. But, indeed, if you are not familiar with this aspect of the site, it can be very confusing when it happens. I already got used to it and I think it is a useful feature, but I was also uncomfortable at first. All I can say to you is: it will take some time before it feels natural, but eventually you will hopefully agree that it does more good than harm.
Thirdly, I would expect moderators to not delete comments on their own posts nearly as often as on other threads. Otherwise it is very easy to abuse this feature. What prevents a moderator from deleting comments that criticize their posts? Or comments that they do not want to spend time and effort to deal with? This is not an option for regular users, so it should not be one for moderators either. Therefore, in this particular instance, I believe whoever deleted those comments did not behave properly. The comments should have been addressed via other comments, not via deletion. Even if the initial comments were off-topic and should not have been posted in the comment section, the moderators should not have deleted them. They should have explained, also in the comment section, that the comments do not belong there, etc. And only after the whole issue is resolved and everyone understands that the comments should go, can they be deleted. So I kind of agree with OP here.