Deleted comments on followed posts persist in the global inbox is marked as status-bydesign - if you have already seen a notification, then it is never removed from the inbox. That includes if the notification is for a comment that has been removed for being rude. Or any other posts that is inappropriate. Or unwanted for any reason.
As a user, I would like to not be able to see rude and/or unwanted content remain forever in my inbox. If such notifications are to not be automatically removed, then at least I should be able to manually do it.