It could that the thread you are replying or quoting was the one being deleted and not your post itself. I have encountered that one too. If your own post is deleted, it is automatic that it will send you email and message in Bitcoin Talk.
This is the reason why you get no notification while your post being deleted. If you post was singly and manually deleted than you would have got a notification.
But if moderator or the thread owner deletes his complete thread than your reply too is deleted and you won't get a notification about it.