Apparently, whole looking at comments and responses for comments, its only right that, when a comment for which a reply is directed towards goes out of existence, so also should the response. When looking at follow ups, responses are more appreciable when, the comment for which it is directed towards still exists otherwise, it would just bring about some confusion.
You asked that your comments be deleted and LoyceV did in his self moderated topic, your not in the position to ask that he should delete his as well. Its his self moderated thread and as such, he gets to do as he pleases, not excluding deciding who posts in his thread. I think that's part of the rules. Mean while, there is every possibility as well that, a responses could also serve as an instruction to other users posting in that thread which explains it as being useful in some way and not worth deleting.
Again, should things not go our way with the moderators at every point, doesn't mean a laxity on the part of the moderators. It's a matter of judgement and the report just doesn't appeal to there judgement, that's all. Other reasons could follow as to why some reports could be left unhandled but when it comes to self moderated threads, the rules could paly out differently.