I had a look at the archived posts you have provided, and it shows that the guy was abusive and was even threatening you to provide your location, etc. The moderator was right that your posts had no meaning anymore since the posts were responses to the person alone, and his posts had already been removed. Just like others have said, I have never faced such a situation before nor have I seen anyone mentioning it like you did.
Another considerable thought comes to mind: Should the person correcting/answering someone where they're mentioned should be deleting their content?
If this is the case, then how would they avoid it? This will also most likely not apply to every board.
As I said above, since your posts didn't contain any content other than responses to the guy and his posts that were already removed, deleting your posts should cause no problems and they serve nothing to the thread itself. If your posts have multiple quotes, or content towards the thread or some other posts that you have responded to, then the mod would probably not ask you to delete the posts, probably.