L.B. indeed left the comment you describe:
Do you know this site? – L.B 33 mins ago
He probably also flagged the question for moderator attention and asked that it be migrated to the Code Review site, where he felt it would be a better fit.
Subsequently, a moderator processed the flag, agreed with the suggestion, and cast a binding vote, which caused the question to be immediately migrated to the new site.
L.B. didn't delete his comment—in fact, it's still visible on the question stub that remains on Stack Overflow. Rather, his comment was automatically removed when the question was migrated to Code Review because it's just obsolete noise there.
The consent of the asker is not required for a question to be migrated to another site. The intent is to get the question to place where it is A) more appropriate and B) more likely to get high-quality answers.
If you fundamentally disagree with the migration, you can flag your question on the new site and ask one of the moderators there to reject the migration.
But just for reference, the rule of thumb is that questions with already working code that are merely seeking suggestions on how to improve it are best asked on Code Review.
I'm sorry you found the migration experience to be an unpleasant one. We've tried to make it as user friendly as possible. For example, you are automatically redirected to your question's new home whenever you try to access it; that way, you don't have to hunt around for it or change your bookmarks. If you have specific suggestions on how else it can be improved, please share them.