It's frustrating for me as well. I'd sometimes like to go back and look at a conversation I had once before - so I don't have to manually unearth whatever point or evidence I had in that post - only to find I'm actually unable to.
What really frustrates me is that if a post is removed or - it seems like - the parent of comment of a conversational thread, I become unable to view any discussion in that post's comments or conversational thread. I get that people might want to remove their own posts, and that's just fine - but one person removing my ability to view anything else in the comments doesn't seem great.
Yes, for one particular reason: I've always favored longer, slower posting - structured responses to earlier posts with multiple paragraphs to propose a point, explain, and support it. Including the ability to quote / link back to multiple different posts in a thread if needed. The... for lack of a better way to put it, "Reddit-esque" style of branched comments to a post (which includes Lemmy) is nice because it allows multiple parallel discussions rather than one dominating one, but it also seems to discourage longer, more in-depth responses. It also means that interesting ongoing discussions which I'd love to get into can get buried down later in the comments.
Like OP, I recognize that there's nothing actually stopping me from doing this on Lemmy. There's chat and sort-by-new, and of course I can link as many other comments as I want. But the overwhelming trend is towards shorter, snappier answers before you move on to the next comment chain or post; discussions rarely last more than a few hours, whereas forum threads used to be able to keep them going for days.