.
Keeping it open with a warning about if you clicked the link would at least have the possibility of giving some people a warning that they may have been compromised.
I think Welsh just explained the reason why leaving the thread on the board might not work because that would have been the best option...
I could vividly remember some months back, users like
this guy made continuous posts with various accounts that could fill the first page of an entire board(all containing malicious link), it was continuously deleted by the mods and I remember reporting lots of it with some feedback tags..
After then, even last week i think, I remember reporting something similar twice and I’m sure other would have reported more because they are been spread across boards. So, leaving such threads might as well contribute to clogging and pushing of relevant posts out of view imho too