But mine quoting and replying to his weren't for some reason. I can't find any rules regarding "Posts to be self-deleted, in case the quoted Post has been deleted due to off-topic/spam."
If I involve in a conversation ongoing in a thread and a troll digresses the conversation, and a mod deleted all the posts of the troll, and keep mine even when I quoted the troll. I would assume that the mod possibly doesn't want me to get furious since I wasn't the one responsible for the off topic. I'll rather see it as an honour and delete the posts rather seeing it as a bug or an order from the moderator.
However, people perceive things differently. I have seen where multiple posts were deleted because one or two users digressed the thread, but I haven't seen the situation presented in Op.