It might be other platforms not saying a comment has been deleted or users here being more likely to engage with content and delete it for various reasons.
For example a post said "What was wierdest gift you've received this years?" and someone may have missed the this year and told a story about a prior Christmas. They could have also accidentally replied to a different comment instead of the post itself.
Lemmy also uses up and down votes like Reddit so maybe they got a few too many down votes and just deleted it.
You've never said something then thought better of it seconds after posting? Or perhaps you posted something as factual, but moments later figured out it wasn't?
Its one thing if your comment has been sitting for hours or days and is part of the conversation, I won't delete those even when I'm wrong. I'll just do an edit and change to strikethrough. However, if its literally seconds and you realize your post is just unnecessarily inflammatory, or reading further comments leads you to sources that you find you are wrong under a minute from posting? Yes, I'll delete those. No reason to waste other people's time when what I ended up added is a net negative to the conversation and I know it. I can't say I delete often, but very occasionally.
you can't really delete your comments here. They get archived or persist on other instances even if you delete them on your home instance.
To answer your question though, if you spend as much time commenting as I have over the years it's basically impossible to not doxx yourself over time. I delete all my comments after 24 hours and then delete the account and make a new one every bunch of months. This doesn't eliminate the risk but mitigates it enough for my purposes.
Maybe you're noticing it more because deleting comments used to remove them completely from view including any replies, but I think recent updates to Lenny's code changed this and now we see DELETED instead.