Comments are intended to be short ephemeral conversations that discuss the points of a parent post. They should not, under most circumstances, become lasting beacons alerting people to possible problems with the content of the parent post - because that would mean that the change was never made. That's an unsettled discussion lingering under an answer with no consensus - that's not useful.
In this case, the author of the post specifically said that he wasn't interested in incorporating your suggestions into his answer. At that point, your comments no longer served their designed purpose - the thing to have done is answer the question yourself where you could provide more clarity and explanation.
Once discussions look like they've served their purpose, and anything that is going to be changed in the parent post has been, they're subject to removal. That's what happened in this case, the conversation was clearly over - and there was little use in keeping it around.
Lasting information belongs in answers, and we're not going to relax that, we simply can't.
Part of our appeal is our extremely high signal to noise ratio, and we can't lose that.
Per this specific conversation
I have restored your comment, and the author's single reply stating that your suggestion is outside of the scope of the answer. I did that because you're not going to be the only one to suggest that, and this at least leaves evidence that the conversation was raised, in an effort to avoid duplicating what just happened all over again.
I stand by my answer, though - anything that is important needs to be put in an answer, whether it's the one that you feel needs correcting or one that you write yourself.