Usually moderators will delete orphaned comments unless there is good reason not to
Firstly, moderators definitely have the option of deleting comments in a targeted way, but we really only have two options: delete them one-by-one or delete all of them. When we delete all of them we can go back and undelete some if we desire, but many times that (like single comment deletion) is very time consuming for very little gain (the vast majority of comments contain very little to no value).
At least on sites where I mod or hang around, unless there is a compelling reason, all sides of a discussion are removed so as not to leave out of context messages around.
However, one way out of context messages might have been left is if the moderator handled comment flags and only one side was flagged (and the moderator didn't jump into the question to take a look at everything). This can happen a lot when only one side of the conversation flags messages as NLN because you can't flag your own messages.
If you see orphaned comments you can (as noted in and below the question) flag them all. Or, if you are concerned about the number of flags, you can always flag one comment with a custom message to saying something like "all these comments are out of context now the other side has been deleted and can be removed". This will cost you only one flag and will prompt a moderator to check out the full post and clean up what needs to be.