I think the title says most of it, but when you follow a post you get notifications in your inbox about comments made on those posts. These notifications persist even after the comment is deleted even if you no longer follow that post.
For me I can see comments on this RPG.SE post in my inbox, even though they've since been deleted. The comments are from June 7th so I doubt it is any sort of timing issue. Assuming I have understood the following post, what I'm experiencing should not be happening:
Currently I do not want to share screen captures (I shouldn't be able to see these comments at all), but if those would be required I can do so.