All comments are deleted if every user who's commented on a post decides to delete all their comments or if a moderator decides to delete every comment made by all users. The two methods are not mutually exclusive.
There are any number of reasons for doing this but they're probably best summed up by the flagging options:
- rude or offensive
- not constructive
- too chatty
So, yes; if all the comments were rude then a moderator might remove them all. But, it's equally possible I had a conversation with you in the comments to clarify your post. Then, edited the information into the post, deleted all my comments, asked you to do the same, and requested that a moderator remove all your comments when you didn't. Or, maybe we've been having a conversation about breakfast and someone else requested that a moderator remove them our comments.
Or, maybe there just weren't any comments to begin with...