There may be some term overloading going on here. We refer to a profile as being "registered" when the user signed up via OpenID and "unregistered" when they opted to ask or answer anonymously and only provided a (possibly fake) email address and a name.
In general, when your post (question or answer) is migrated to a site where you don't have a profile, you will get notified of the migration and when you create a profile on that site that post will get automatically associated with that profile.
This is conditional on a couple things:
- That you have a registered profile on the source site. (You can register your unregistered profile first.)
- That you use the same login credentials on the destination site and allow you profiles to be linked to the same network account.
Your reputation earned from the migrated post will be applied to the profile on the destination site with the exception (I believe) of bounties.
With all that said, all comments and answers are preserved during the migration except for the comments on the question that happen to include a URL to the destination site since in the vast majority of cases those comments just say "you should post it on http://othersite.stackexchange.com" or something along those lines.
While it's possible for comments or answers to be removed by moderators, in this case it looks like the answer you are referring to was deleted by its poster:
Why they removed the answer is anybody's guess, though. Sorry. My best theory is that since another answer was accepted, they felt that it was better anyway and theirs was no longer needed.