I'd say the real problem is not that the comments aren't deleted, but simply that they are shown (to 10k+ users) by default.
The SE user interface already knows how to hide excess comments, and to reveal them when the user clicks a "show more comments" link. We should simply apply that same feature to author-written comments on spam / offensive posts.
(Ideally, the "show more comments" link text on such posts should also be changed to indicate that some of the hidden comments may be offensive. But even without that finishing touch, just hiding the comments at all would still be an improvement over status quo.)
Update: I wrote a simple client-side implementation of this feature for SOUP. (It's in the v1.29 devel branch, if you want to try it.) For those interested, here's the code:
$('.deleted-answer').has('.hidden-deleted-answer').each( function () {
var $this = $(this), comments = $(this).find('.comment').hide();
if ( comments.length == 0 ) return;
var ui = StackExchange.comments.uiForPost($this);
var count = ui.jtBody.data('remaining-comments-count') + comments.length;
ui.setCommentsMenu(count);
ui.jtBody.data('remaining-comments-count', count);
} );
It works by locating any deleted answers with hidden content, hiding any comments they may have, and then calling the SE comments UI to tell it that there are new comments to be loaded, thus enabling the link to do so. I was originally going to hide only those comments posted by the answer author, but locating those reliably turned out to be surprisingly tricky.
To avoid the comments being briefly visible while the page loads, the fix also includes a CSS rule to hide comments on all deleted posts, which is disabled once the code above has successfully completed. This may cause comments on deleted posts to show up with a slight delay, but that's probably acceptable.
Ps. Here's an offensive-flagged answer with (not particularly offensive) comments for testing. Took me a few minutes to find one, so I thought I'd save everyone else (and myself, later) the trouble. And here's a non-offensive deleted answer with lots of comments for comparison.